# EDGAR Filing Document

**Accession Number:** 0000908695
**File Stem:** 0001004726-26-005277
**Filing Date:** 2026-6
**Character Count:** 488085
**Document Hash:** 0fc77413170df73a1e27df78640e1eee
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-005277.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0001004726-26-005277

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20260430

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07852
- **FILM NUMBER:** 261120247

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

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

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

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

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

## Series and Classes Contracts Data

### Victory Short-Term Bond Fund (Formerly USAA Short-Term Bond Fund) (Series ID: S000012913)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000034882 | Victory Short-Term Bond Fund Shares               | USSBX           |
| C000066843 | Victory Short-Term Bond Fund Institutional Shares | UISBX           |
| C000175751 | Victory Short-Term Bond Fund Class R6             | URSBX           |
| C000220627 | Victory Short-Term Bond Fund Class A              | UASBX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Antonio

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78256

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

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

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

- **b. EDGAR series identifier (if any):** S000012913

- **c. LEI of Series:** 549300H1VO6VGGS3TZ32

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2772402298.11

**Total Liabilities:** $32409475.77

**Net Assets:** $2739992822.34

**Cash Not Reported:** $1544889.52

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -13169.84515429 | **1-Year:** -174208.31823382 | **5-Year:** -190070.52774848 | **10-Year:** -28848.41701761 | **30-Year:** -12435.20538226

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

- **3-Month:** -1754.29849416 | **1-Year:** -13902.63277864 | **5-Year:** -14100.32857288 | **10-Year:** -11440.37145505 | **30-Year:** -9584.98465803

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000034882 | 0.58%                | -0.48%               | 0.37%                |
| Class ID C000066843 | 0.59%                | -0.48%               | 0.49%                |
| Class ID C000175751 | 0.60%                | -0.57%               | 0.50%                |
| Class ID C000220627 | 0.57%                | -0.50%               | 0.35%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $573974.72               | $5529904.14                                |
| Month 2  | $725101.60               | $-24890862.92                              |
| Month 3  | $145390.91               | $505442.30                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AGCO CORPORATION                                                                               | AGCO CORP                                          | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3022660.40   | 0.11%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC.                                                                                 | AEP TEXAS INC                                      | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3587519.16   | 0.13%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AFG ABS I, LLC                                                                                 | AFG ABS I LLC                                      | CUSIP: 00111LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    842722 | PA      | $847754.19    | 0.03%             | 2030-09-16      | Fixed         | 7.51%                 | Yes           |                  2 | On Loan: No      |
| AMSR TRUST                                                                                     | AMSR TRUST                                         | CUSIP: 00179DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1890415.48   | 0.07%             | 2038-06-17      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| AMSR TRUST                                                                                     | AMSR TRUST                                         | CUSIP: 00179DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1881763.60   | 0.07%             | 2038-06-17      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| AMSR TRUST                                                                                     | AMSR TRUST                                         | CUSIP: 00179DAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1129491.46   | 0.04%             | 2038-06-17      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                          | ARI FLEET LEASE TRUST 2025 B                       | CUSIP: 00193GAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $908249.85    | 0.03%             | 2034-03-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                          | ARI FLEET LEASE TRUST 2024 A                       | CUSIP: 00218KAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    812500 | PA      | $821993.74    | 0.03%             | 2032-11-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                    | ABBVIE INC                                         | CUSIP: 00287YED7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2981340.00   | 0.11%             | 2028-03-03      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                             | AERCAP IRELAND CAPITAL DAC                         | CUSIP: 00774MAB1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   3000000 | PA      | $2969850.47   | 0.11%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Air Canada 2015-2 Pass Through Trusts                                                          | AIR CANADA 2015 2 CLASS A PASS THROUGH TRUST       | CUSIP: 009088AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    975412 | PA      | $958717.74    | 0.03%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                                                              | AIRCASTLE LTD                                      | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   2734000 | PA      | $2730892.69   | 0.10%             | 2199-12-31      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ALA TRUST                                                                                      | ALA TRUST 2025 OANA                                | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2509627.00   | 0.09%             | 2030-06-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| ALA TRUST                                                                                      | ALA TRUST 2025 OANA                                | CUSIP: 009920AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2006265.42   | 0.07%             | 2030-06-15      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Alabama Power Company                                                                          | ALABAMA POWER CO                                   | CUSIP: 010392GE2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2351077.97   | 0.09%             | 2031-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN POWER & UTILITIES CORP.                                                              | ALGONQUIN POWER UTILITIES CORP                     | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |  10495000 | PA      | $10501378.17  | 0.38%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS                                                                           | ALIGNED DATA CENTERS ISSUER LLC                    | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5500000 | PA      | $5458931.48   | 0.20%             | 2046-08-15      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE, LLC                                                                    | ALLIANT ENERGY FINANCE LLC                         | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2013987.34   | 0.07%             | 2027-06-06      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| ALLOYA AUTO RECEIVABLES TRUST                                                                  | ALLOYA AUTO RECEIVABLES TRUST 2025 1               | CUSIP: 01986QAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1308000 | PA      | $1313745.27   | 0.05%             | 2030-01-25      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| ALLOYA AUTO RECEIVABLES TRUST                                                                  | ALLOYA AUTO RECEIVABLES TRUST 2025 1               | CUSIP: 01986QAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    694000 | PA      | $697419.62    | 0.03%             | 2030-03-25      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| ALLOYA AUTO RECEIVABLES TRUST                                                                  | ALLOYA AUTO RECEIVABLES TRUST 2025 1               | CUSIP: 01986QAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    785000 | PA      | $788206.34    | 0.03%             | 2030-07-25      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| ALLOYA AUTO RECEIVABLES TRUST                                                                  | ALLOYA AUTO RECEIVABLES TRUST 2025 1               | CUSIP: 01986QAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    602000 | PA      | $607459.06    | 0.02%             | 2033-03-25      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                                                            | ALLY FINANCIAL INC                                 | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   6115000 | PA      | $6100269.59   | 0.22%             | 2199-12-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| ALLY FINANCIAL INC.                                                                            | ALLY FINANCIAL INC                                 | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   4611000 | PA      | $4795608.78   | 0.18%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES                                                             | ALLY BANK AUTO CREDIT LINKED NOTES SERIES 2024 B   | CUSIP: 02007G4D2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1141439 | PA      | $1147177.33   | 0.04%             | 2032-09-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES                                                             | ALLY BANK AUTO CREDIT LINKED NOTES SERIES 2024 B   | CUSIP: 02007G4E0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    644548 | PA      | $647415.67    | 0.02%             | 2032-09-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES                                                             | ALLY BANK AUTO CREDIT LINKED NOTES SERIES 2025 A   | CUSIP: 02007G5F6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1766421 | PA      | $1767566.99   | 0.06%             | 2033-06-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                                                                    | ALLY AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 02007WAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2031752.00   | 0.07%             | 2029-01-15      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                                                                    | ALLY AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 02007WAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1268000 | PA      | $1298007.18   | 0.05%             | 2034-04-15      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                                                                    | ALLY AUTO RECEIVABLES TRUST 2024 1                 | CUSIP: 02008FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1263000 | PA      | $1277019.74   | 0.05%             | 2029-10-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                                                                    | ALLY AUTO RECEIVABLES TRUST 2024 1                 | CUSIP: 02008FAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1515183.73   | 0.06%             | 2029-11-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                                                                    | ALLY AUTO RECEIVABLES TRUST 2023 A                 | CUSIP: 02008NAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2032922 | PA      | $2046150.57   | 0.07%             | 2034-01-17      | Fixed         | 6.08%                 | Yes           |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                                                                    | ALLY AUTO RECEIVABLES TRUST 2023 A                 | CUSIP: 02008NAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1333000 | PA      | $1378777.45   | 0.05%             | 2034-01-17      | Fixed         | 7.33%                 | Yes           |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc                                                             | AMCOR FLEXIBLES NORTH AMERICA INC                  | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2011278.01   | 0.07%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc                                                             | AMCOR FLEXIBLES NORTH AMERICA INC                  | CUSIP: 02344AAJ7<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1982918.05   | 0.07%             | 2029-03-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE PLC                                                                        | AMCOR GROUP FINANCE PLC                            | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2047223.93   | 0.07%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES PASS THROUGH TRUST SERIES 2014-1                                             | AMERICAN AIRLINES 2014 1 CLASS A PASS THROUGH TRUS | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1876278 | PA      | $1867626.82   | 0.07%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| American Airlines 2015-2 Pass Through Trusts                                                   | AMERI AIRLINES 2015 2 CLASS A PTT                  | CUSIP: 02377BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1183985 | PA      | $1165287.36   | 0.04%             | 2029-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN BUILDERS & CONTRACTORS SUPPLY CO., INC.                                               | AMERICAN BUILDERS CONTRACTORS SUPPLY CO INC        | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1481553.47   | 0.05%             | 2028-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                                   | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024  | CUSIP: 024945AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2507642.64   | 0.09%             | 2031-08-12      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                                   | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2025  | CUSIP: 024948AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1003309.98   | 0.04%             | 2031-01-13      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                                   | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2026  | CUSIP: 02531FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $993044.88    | 0.04%             | 2033-01-12      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP INC.                                                                   | AMERICAN NATIONAL GROUP INC                        | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3038610.00   | 0.11%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                       | AMERICAN EXPRESS CO                                | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  13290000 | PA      | $13162716.09  | 0.48%             | 2199-12-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                                                   | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST       | CUSIP: 02582JKF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2058198.76   | 0.08%             | 2031-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST                                                       | AMERICAN HERITAGE AUTO RECEIVABLES ISSUER TRUST 20 | CUSIP: 02650VAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1995390.60   | 0.07%             | 2031-11-17      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                             | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WFP1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2000731.37   | 0.07%             | 2026-10-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                             | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001167.96   | 0.04%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST                                                       | AMERICAN HERITAGE AUTO RECEIVABLES TRUST 2024 1    | CUSIP: 026944AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $506092.79    | 0.02%             | 2030-09-16      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST                                                       | AMERICAN HERITAGE AUTO RECEIVABLES TRUST 2024 1    | CUSIP: 026944AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    611111 | PA      | $619661.37    | 0.02%             | 2030-12-16      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST                                                       | AMERICAN HERITAGE AUTO RECEIVABLES TRUST 2024 1    | CUSIP: 026944AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1045161 | PA      | $1069114.25   | 0.04%             | 2033-01-18      | Fixed         | 6.34%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN NATIONAL GLOBAL FUNDING                                                               | AMERICAN NATIONAL GLOBAL FUNDING                   | CUSIP: 02771D2A1<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1731495.70   | 0.06%             | 2030-01-28      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN NATIONAL GLOBAL FUNDING                                                               | AMERICAN NATIONAL GLOBAL FUNDING                   | CUSIP: 02771D2D5<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |   3487000 | PA      | $3464956.45   | 0.13%             | 2028-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AMFAM HOLDINGS, INC.                                                                           | AMFAM HOLDINGS INC                                 | CUSIP: 03115AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1366359.26   | 0.05%             | 2031-03-11      | Fixed         | 2.81%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC.                                                                                     | AMGEN INC                                          | CUSIP: 031162DV9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1972156.84   | 0.07%             | 2031-02-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XI LLC          | CUSIP: 03236XAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24356 | PA      | $24370.16     | 0.00%             | 2028-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XI LLC          | CUSIP: 03236XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2006008.01   | 0.07%             | 2028-10-20      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XII LLC         | CUSIP: 03236YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $759231.64    | 0.03%             | 2029-12-20      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XII LLC         | CUSIP: 03236YAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1965517 | PA      | $1996447.61   | 0.07%             | 2029-12-20      | Fixed         | 6.36%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XII LLC         | CUSIP: 03236YAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $513358.24    | 0.02%             | 2030-07-22      | Fixed         | 7.48%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC        | CUSIP: 03237CAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1912000 | PA      | $1933966.54   | 0.07%             | 2031-01-21      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC        | CUSIP: 03237CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2722000 | PA      | $2744023.79   | 0.10%             | 2031-01-21      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XIV LLC         | CUSIP: 03238BAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1009036.31   | 0.04%             | 2031-07-21      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XIV LLC         | CUSIP: 03238BAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1004717.57   | 0.04%             | 2031-07-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ANSLEY PARK CAPITAL LLC                                                                        | ANSLEY PARK CAPITAL 2025 A LLC                     | CUSIP: 03637AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1483157.35   | 0.05%             | 2035-04-20      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| ANSLEY PARK CAPITAL LLC                                                                        | ANSLEY PARK CAPITAL 2025 A LLC                     | CUSIP: 03637AAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $981716.35    | 0.04%             | 2035-04-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| ANSLEY PARK CAPITAL LLC                                                                        | ANSLEY PARK CAPITAL 2025 A LLC                     | CUSIP: 03637AAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $985544.97    | 0.04%             | 2035-04-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| ANSLEY PARK CAPITAL LLC                                                                        | ANSLEY PARK CAPITAL 2025 A LLC                     | CUSIP: 03637AAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1375000 | PA      | $1378515.60   | 0.05%             | 2035-04-20      | Fixed         | 7.66%                 | Yes           |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                                            | ANTARES HOLDINGS LP                                | CUSIP: 03666HAC5<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    815000 | PA      | $812555.63    | 0.03%             | 2026-07-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                                            | ANTARES HOLDINGS LP                                | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1668451.66   | 0.06%             | 2027-01-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                                            | ANTARES HOLDINGS LP                                | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2490981.25   | 0.09%             | 2029-10-23      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                          | ELEVANCE HEALTH INC                                | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2035732.89   | 0.07%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA, INC.                                                                        | AON NORTH AMERICA INC                              | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2036146.69   | 0.07%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| APA CORPORATION                                                                                | APA CORP                                           | CUSIP: 03743QAY4<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2845260.21   | 0.10%             | 2029-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC.                                                                 | APOLLO GLOBAL MANAGEMENT INC                       | CUSIP: 03769MAF3<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2474734.12   | 0.09%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                                      | APOLLO DEBT SOLUTIONS BDC                          | CUSIP: 03770DAL7<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1784603.25   | 0.07%             | 2031-01-23      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| APTARGROUP, INC.                                                                               | APTARGROUP INC                                     | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2978957.01   | 0.11%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL FINANCE LLC                                                                       | ARCH CAPITAL FINANCE LLC                           | CUSIP: 03939CAA1<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |   1911000 | PA      | $1905676.68   | 0.07%             | 2026-12-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                                      | ARES CAPITAL CORP                                  | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3680158.93   | 0.13%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                                     | ARES STRATEGIC INCOME FUND                         | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000488.41   | 0.04%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                          | ARI FLEET LEASE TRUST 2025 A                       | CUSIP: 04033CAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1625000 | PA      | $1623667.13   | 0.06%             | 2034-01-17      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                          | ARI FLEET LEASE TRUST 2024 B                       | CUSIP: 04033HAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3150000 | PA      | $3187629.72   | 0.12%             | 2033-04-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                          | ARI FLEET LEASE TRUST 2024 B                       | CUSIP: 04033HAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $558731.04    | 0.02%             | 2033-04-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                          | ARI FLEET LEASE TRUST 2024 B                       | CUSIP: 04033HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1031000 | PA      | $1047635.81   | 0.04%             | 2033-04-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| ARIZONA INDL DEV AUTH REV                                                                      | ARIZONA INDUSTRIAL DEVELOPMENT AUTHORITY           | CUSIP: 04052AEH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $500725.94    | 0.02%             | 2026-10-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| ARIZONA INDL DEV AUTH REV                                                                      | ARIZONA INDUSTRIAL DEVELOPMENT AUTHORITY           | CUSIP: 04052AEJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $501162.76    | 0.02%             | 2027-10-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| ARIZONA INDL DEV AUTH REV                                                                      | ARIZONA INDUSTRIAL DEVELOPMENT AUTHORITY           | CUSIP: 04052AEK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $501545.37    | 0.02%             | 2028-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ARIZONA INDL DEV AUTH REV                                                                      | ARIZONA INDUSTRIAL DEVELOPMENT AUTHORITY           | CUSIP: 04052AEL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $502657.47    | 0.02%             | 2029-10-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                                                                               | ASB BANK LTD                                       | CUSIP: 04342JAA5<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |   1368000 | PA      | $1373978.16   | 0.05%             | 2032-06-17      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                                          | ASHTEAD CAPITAL INC                                | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   5381000 | PA      | $5357741.82   | 0.20%             | 2027-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ASPEN INSURANCE HOLDINGS LIMITED                                                               | ASPEN INSURANCE HOLDINGS LTD                       | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |   5512000 | PA      | $5688097.83   | 0.21%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ASSOCIATION OF AMERICAN MEDICAL COLLEGES                                                       | AMERICAN MEDICAL COLLEGE                           | CUSIP: 04609QAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4275000 | PA      | $4241954.25   | 0.15%             | 2026-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ASSURANT, INC.                                                                                 | ASSURANT INC                                       | CUSIP: 04621XAK4<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3048787.41   | 0.11%             | 2048-03-27      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                          | ATHENE GLOBAL FUNDING                              | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8520827.89   | 0.31%             | 2027-01-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LENDING COMPANY, L.P.                                                          | ATLAS WAREHOUSE LENDING CO LP                      | CUSIP: 049463AF9<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4444020.00   | 0.16%             | 2028-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                                                                          | ATLASSIAN CORP                                     | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4018946.56   | 0.15%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST                                                                   | ATRIUM HOTEL PORTFOLIO TRUST 2025 ATRM             | CUSIP: 049917AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2496036.51   | 0.09%             | 2030-08-15      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST                                                                   | ATRIUM HOTEL PORTFOLIO TRUST 2025 ATRM             | CUSIP: 049917AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2276596 | PA      | $2260526.58   | 0.08%             | 2030-08-15      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIAN METCOAL FINANCING PTY LTD                                                           | AUSTRALIAN METCOAL FINANCING PTY LTD               | CUSIP: 05257TAA3<br>LEI: 529900ZB2IL1HUTFQ193 | Long             | DBT              | CORP              | AU        |    750000 | PA      | $759524.19    | 0.03%             | 2031-10-22      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AUTONATION, INC.                                                                               | AUTONATION INC                                     | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1983825.63   | 0.07%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST                                                                       | AUTONATION FINANCE TRUST 2025 1                    | CUSIP: 05330QAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1895000 | PA      | $1916001.85   | 0.07%             | 2030-12-10      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST                                                                       | AUTONATION FINANCE TRUST 2025 1                    | CUSIP: 05330QAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400000 | PA      | $2421345.38   | 0.09%             | 2032-09-10      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST                                                                       | AUTONATION FINANCE TRUST 2026 1                    | CUSIP: 05330WAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $994595.19    | 0.04%             | 2031-06-11      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST                                                                       | AUTONATION FINANCE TRUST 2026 1                    | CUSIP: 05330WAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    647000 | PA      | $641977.55    | 0.02%             | 2031-10-14      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST                                                                       | AUTONATION FINANCE TRUST 2026 1                    | CUSIP: 05330WAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $993053.45    | 0.04%             | 2034-01-11      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                                      | AUXILIOR TERM FUNDING 2024 1 LLC                   | CUSIP: 05335FAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1876009 | PA      | $1898113.09   | 0.07%             | 2031-07-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                                      | AUXILIOR TERM FUNDING 2024 1 LLC                   | CUSIP: 05335FAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    614286 | PA      | $627120.08    | 0.02%             | 2031-07-15      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                                      | AUXILIOR TERM FUNDING 2024 1 LLC                   | CUSIP: 05335FAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $765557.36    | 0.03%             | 2031-07-15      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                                      | AUXILIOR TERM FUNDING 2024 1 LLC                   | CUSIP: 05335FAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3102013.01   | 0.11%             | 2031-07-15      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                                      | AUXILIOR TERM FUNDING 2023 1 LLC                   | CUSIP: 05335JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1239000 | PA      | $1260615.38   | 0.05%             | 2030-06-17      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                                      | AUXILIOR TERM FUNDING 2023 1 LLC                   | CUSIP: 05335JAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1226476.81   | 0.04%             | 2030-11-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                                      | AUXILIOR TERM FUNDING 2023 1 LLC                   | CUSIP: 05335JAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1033269.81   | 0.04%             | 2030-12-16      | Fixed         | 7.27%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                                      | AUXILIOR TERM FUNDING 2023 1 LLC                   | CUSIP: 05335JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3023064.99   | 0.11%             | 2030-02-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| AVENTURA MALL VENTURE                                                                          | AVENTURA MALL TRUST                                | CUSIP: 05359AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1947436.74   | 0.07%             | 2040-07-05      | Variable      | 4.11%                 | Yes           |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                                     | AVIATION CAPITAL GROUP LLC                         | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1091000 | PA      | $1072892.57   | 0.04%             | 2027-11-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377REK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    666667 | PA      | $663435.92    | 0.02%             | 2027-08-20      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RET7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $787451.55    | 0.03%             | 2028-02-20      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RGN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    535000 | PA      | $536847.07    | 0.02%             | 2027-10-20      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RHD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2021646.85   | 0.07%             | 2028-04-20      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RHE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1013176.69   | 0.04%             | 2028-04-20      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RHR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1017795.90   | 0.04%             | 2028-08-21      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| B.A.T. INTERNATIONAL FINANCE P.L.C.                                                            | BAT INTERNATIONAL FINANCE PLC                      | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $4001160.61   | 0.15%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| B.A.T. INTERNATIONAL FINANCE P.L.C.                                                            | BAT INTERNATIONAL FINANCE PLC                      | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2072604.96   | 0.08%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                                                            | BMW US CAPITAL LLC                                 | CUSIP: 05565ECQ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2006655.39   | 0.07%             | 2027-08-13      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2025 ROIC                                 | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2279693 | PA      | $2274986.99   | 0.08%             | 2030-03-15      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2022 CLS                                  | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $499329.40    | 0.02%             | 2027-10-13      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2022 CLS                                  | CUSIP: 05609XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750000 | PA      | $2727236.07   | 0.10%             | 2027-10-13      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX COMMERCIAL MORTGAGE TRUST 2025 COPT             | CUSIP: 05618XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1538462 | PA      | $1537059.35   | 0.06%             | 2042-09-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX TRUST 2025 VOLT                                 | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1497713.51   | 0.05%             | 2044-12-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX TRUST 2025 VOLT                                 | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1474359 | PA      | $1471229.96   | 0.05%             | 2044-12-15      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BLP COMMERCIAL MORTGAGE TRUST                                                                  | BLP COMMERCIAL MORTGAGE TRUST 2025 IND             | CUSIP: 05625BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1905782 | PA      | $1902424.46   | 0.07%             | 2042-03-15      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Bacardi-Martini B.V.                                                                           | BACARDI MARTINI BV                                 | CUSIP: 05634WAA0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $3056041.31   | 0.11%             | 2030-02-01      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero Santander Mexico | BANCO SANTANDER MEXICO SA INSTITUCION              | CUSIP: 05969BAF0<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |   1037000 | PA      | $1064850.43   | 0.04%             | 2029-12-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                    | BANK OF AMERICA CORP                               | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6334000 | PA      | $6374599.28   | 0.23%             | 2199-12-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                        | BANK OF NEW YORK MELLON CORP THE                   | CUSIP: 064058AJ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4515719.56   | 0.16%             | 2199-12-31      | Fixed         | 7.17%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                        | BANK OF NEW YORK MELLON CORP THE                   | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2028994.92   | 0.07%             | 2030-03-14      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                        | BANK OF NOVA SCOTIA THE                            | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   4250000 | PA      | $4453472.48   | 0.16%             | 2082-10-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                   | BARCLAYS PLC                                       | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |   2000000 | PA      | $2006950.12   | 0.07%             | 2028-09-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                   | BARCLAYS PLC                                       | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |   2000000 | PA      | $2017280.13   | 0.07%             | 2029-02-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BARINGS EQUIPMENT FINANCE LLC                                                                  | BARINGS EQUIPMENT FINANCE LLC 2025 A               | CUSIP: 06764MAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1305465 | PA      | $1309942.91   | 0.05%             | 2028-10-13      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                                                      | BAXTER INTERNATIONAL INC                           | CUSIP: 071813DC0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1458000 | PA      | $1442411.50   | 0.05%             | 2029-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAYPORT POLYMERS LLC                                                                           | BAYPORT POLYMERS LLC                               | CUSIP: 073096AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4995211.91   | 0.18%             | 2027-04-14      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| BBVA Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Mexico                 | BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE       | CUSIP: 07336UAC7<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   2300000 | PA      | $2340083.29   | 0.09%             | 2029-09-10      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| Becle, S.A.B. de C.V.                                                                          | BECLE SAB DE CV                                    | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |   1100000 | PA      | $946225.26    | 0.03%             | 2031-10-14      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BIMBO BAKERIES USA, INC.                                                                       | BIMBO BAKERIES USA INC                             | CUSIP: 09031WAC7<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4127508.48   | 0.15%             | 2029-01-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| BIO-RAD LABORATORIES, INC.                                                                     | BIO RAD LABORATORIES INC                           | CUSIP: 090572AR9<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1486377.56   | 0.05%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BLACK BELT ENERGY GAS DIST ALA GAS PROJ REV                                                    | BLACK BELT ENERGY GAS DISTRICT                     | CUSIP: 09182TCS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2080066.83   | 0.08%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORPORATION                                                                        | BLACK HILLS CORP                                   | CUSIP: 092113AV1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3072580.17   | 0.11%             | 2028-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                                 | BLACKSTONE PRIVATE CREDIT FUND                     | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   9158000 | PA      | $9023637.95   | 0.33%             | 2026-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                                 | BLACKSTONE PRIVATE CREDIT FUND                     | CUSIP: 09261HCC9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    840000 | PA      | $826249.20    | 0.03%             | 2031-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LENDING FUND                                                                | BLACKSTONE SECURED LENDING FUND                    | CUSIP: 09261XAM4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1971502.75   | 0.07%             | 2029-09-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                                            | BLOCK FINANCIAL LLC                                | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2469806.81   | 0.09%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BLUE BRIDGE FUNDING LLC                                                                        | BLUE BRIDGE FUNDING 2023 1 LLC                     | CUSIP: 09531MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210066 | PA      | $211038.66    | 0.01%             | 2030-11-15      | Fixed         | 7.37%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP.                                                                   | BLUE OWL CREDIT INCOME CORP                        | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1755862.80   | 0.06%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP.                                                                   | BLUE OWL CREDIT INCOME CORP                        | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1945550.06   | 0.07%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BLUE OWL ASSET LEASING TRUST                                                                   | BLUE OWL ASSET LEASING TRUST 2024 1 LLC            | CUSIP: 095921AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    851000 | PA      | $852931.84    | 0.03%             | 2030-03-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL ASSET LEASING TRUST                                                                   | BLUE OWL ASSET LEASING TRUST 2024 1 LLC            | CUSIP: 095921AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    903000 | PA      | $913162.52    | 0.03%             | 2031-01-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINANCE CORP.                                                              | BLUE OWL TECHNOLOGY FINANCE CORP                   | CUSIP: 095924AB2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995790.00    | 0.04%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| CLOUD CAPITAL DATA CENTERS                                                                     | CLOUD CAPITAL HOLDCO LP                            | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4501287.37   | 0.16%             | 2049-11-22      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                                               | BRASKEM NETHERLANDS FINANCE BV                     | CUSIP: 10554TAB1<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   3500000 | PA      | $2190173.27   | 0.08%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST                                                  | BRIDGECREST LENDING AUTO SECURITIZATION TRUST      | CUSIP: 10806EAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1714000 | PA      | $1719337.68   | 0.06%             | 2030-08-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                                                                         | BRIGHTSTAR LOTTERY PLC BRIGHTSTAR GLOBAL           | CUSIP: 108922AA3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   1725000 | PA      | $1688688.86   | 0.06%             | 2033-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2019-1 PASS THROUGH TRUST                                                      | BRITISH AIR 19 1 CLASS A PTT                       | CUSIP: 11043XAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    363857 | PA      | $355313.07    | 0.01%             | 2030-12-15      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                                        | BROOKFIELD FINANCE INC                             | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1966366.20   | 0.07%             | 2030-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD.                                                               | BROOKFIELD ASSET MANAGEMENT LTD                    | CUSIP: 113004AB1<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   2474000 | PA      | $2452265.25   | 0.09%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN, INC.                                                                            | BROWN BROWN INC                                    | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500755.14    | 0.02%             | 2026-12-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| BROWN & BROWN, INC.                                                                            | BROWN BROWN INC                                    | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1636000 | PA      | $1640578.17   | 0.06%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLOBAL FINANCE LLC                                                             | BURFORD CAPITAL GLOBAL FINANCE LLC                 | CUSIP: 12116LAA7<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1948519.46   | 0.07%             | 2028-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| BX TRUST                                                                                       | BX TRUST 2025 GW                                   | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3001837.29   | 0.11%             | 2042-07-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX COMMERCIAL MORTGAGE TRUST 2026 CSMO             | CUSIP: 12433LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1390000 | PA      | $1390691.74   | 0.05%             | 2042-02-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX COMMERCIAL MORTGAGE TRUST 2026 CSMO             | CUSIP: 12433LAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1210000 | PA      | $1213505.58   | 0.04%             | 2042-02-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX COMMERCIAL MORTGAGE TRUST 2026 XL6              | CUSIP: 12433NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $997729.76    | 0.04%             | 2043-03-15      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                               | PARAMOUNT GLOBAL                                   | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4925016.29   | 0.18%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES, INC.                                                                            | CBRE SERVICES INC                                  | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2005075.42   | 0.07%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| CARS DB                                                                                        | CAPITAL AUTOMOTIVE REIT                            | CUSIP: 12510HAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2760393 | PA      | $2733345.03   | 0.10%             | 2051-08-15      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| CARS DB                                                                                        | CARS DB7 LP                                        | CUSIP: 12510HAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2803750 | PA      | $2812304.35   | 0.10%             | 2053-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CARS DB                                                                                        | CAPITAL AUTOMOTIVE REIT                            | CUSIP: 12510HAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    656542 | PA      | $650690.20    | 0.02%             | 2054-05-15      | Variable      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| CARS DB                                                                                        | CAPITAL AUTOMOTIVE REIT                            | CUSIP: 12510HAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1773703 | PA      | $1709815.29   | 0.06%             | 2054-10-15      | Variable      | 4.40%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST                              | CUSIP: 12511QAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250000 | PA      | $3318573.50   | 0.12%             | 2032-04-14      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST                              | CUSIP: 12511QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1335777.86   | 0.05%             | 2032-04-14      | Fixed         | 7.18%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST 2023 1                       | CUSIP: 12512XAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2010000 | PA      | $2021716.93   | 0.07%             | 2030-09-16      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST 2023 1                       | CUSIP: 12512XAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3555556 | PA      | $3578659.29   | 0.13%             | 2030-09-16      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| CDW LLC                                                                                        | CDW LLC CDW FINANCE CORP                           | CUSIP: 12513GBG3<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |   3703000 | PA      | $3665612.45   | 0.13%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST 2024 1                       | CUSIP: 12515PAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2015379.08   | 0.07%             | 2032-03-15      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST 2025 1                       | CUSIP: 12515XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1087000 | PA      | $1088959.32   | 0.04%             | 2032-10-14      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST 2025 2                       | CUSIP: 12516XAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1221000 | PA      | $1212036.77   | 0.04%             | 2034-08-15      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                                        | CF HIPPOLYTA ISSUER LLC                            | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    313534 | PA      | $260973.57    | 0.01%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                                        | CF HIPPOLYTA LLC                                   | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2766496 | PA      | $2252914.82   | 0.08%             | 2061-03-15      | Fixed         | 1.43%                 | Yes           |                  2 | On Loan: No      |
| CGI INC.                                                                                       | CGI INC                                            | CUSIP: 12532HAM6<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |   2888000 | PA      | $2894435.75   | 0.11%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP.                                                                             | CI FINANCIAL CORP                                  | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    796000 | PA      | $835503.90    | 0.03%             | 2029-05-30      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                                                | CIGNA GROUP THE                                    | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1997816.00   | 0.07%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORPORATION                                                                         | CMS ENERGY CORP                                    | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   2843000 | PA      | $2780075.97   | 0.10%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                                                     | CNH INDUSTRIAL CAPITAL LLC                         | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2025406.80   | 0.07%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                            | COMM MORTGAGE TRUST                                | CUSIP: 12624QAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10719401 | PA      | $127511.69    | 0.00%             | 2045-10-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE, INC.                                                                      | CRH AMERICA FINANCE INC                            | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1975434.28   | 0.07%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CRSNT TRUST                                                                                    | CRSNT TRUST 2026 MOON                              | CUSIP: 12642SAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1993654.65   | 0.07%             | 2031-02-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA INFRASTRUCTURE & ECONOMIC DEV BK REV                                                | CALIFORNIA INFRASTRUCTURE ECONOMIC DEVELOPMENT B   | CUSIP: 13034A5N6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2780000 | PA      | $2806111.07   | 0.10%             | 2030-07-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INFRASTRUCTURE & ECONOMIC DEV BK REV                                                | CALIFORNIA INFRASTRUCTURE ECONOMIC DEVELOPMENT B   | CUSIP: 13034A5P1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2560000 | PA      | $2583778.91   | 0.09%             | 2031-07-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA MUN FIN AUTH REV                                                                    | CALIFORNIA MUNICIPAL FINANCE AUTHORITY             | CUSIP: 13048V4Q8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1290000 | PA      | $1269839.91   | 0.05%             | 2030-05-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                                         | CAMPBELL SOUP CO                                   | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2014500.68   | 0.07%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                             | CANADIAN IMPERIAL BANK OF COMMERCE                 | CUSIP: 136055AA8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    574998 | PA      | $605568.69    | 0.02%             | 2032-04-10      | Fixed         | 7.26%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                             | CANADIAN IMPERIAL BANK OF COMMERCE                 | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2518363.67   | 0.09%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                             | CANADIAN IMPERIAL BANK OF COMMERCE                 | CUSIP: 13607PHT4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3000567.09   | 0.11%             | 2027-09-11      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                             | CANADIAN IMPERIAL BANK OF COMMERCE                 | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $997771.26    | 0.04%             | 2028-09-08      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                                             | CANADIAN NATURAL RESOURCES LTD                     | CUSIP: 136385BD2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   4750000 | PA      | $4819250.68   | 0.18%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                              | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1996477.68   | 0.07%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                              | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4459259.79   | 0.16%             | 2199-12-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CORPORATION                                                              | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2031284.97   | 0.07%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                              | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1034005.38   | 0.04%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| CAPTERIS EQUIPMENT FINANCE LLC                                                                 | CAPTERIS EQUIPMENT FINANCE 2024 1 LLC              | CUSIP: 14077AAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1823889 | PA      | $1846139.28   | 0.07%             | 2032-07-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| CAPTERIS EQUIPMENT FINANCE LLC                                                                 | CAPTERIS EQUIPMENT FINANCE 2026 1 LLC              | CUSIP: 14077FAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $997556.79    | 0.04%             | 2033-09-20      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| CAPTERIS EQUIPMENT FINANCE LLC                                                                 | CAPTERIS EQUIPMENT FINANCE 2026 1 LLC              | CUSIP: 14077FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $991834.24    | 0.04%             | 2033-09-20      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| CARDS II TRUST                                                                                 | CARDS II TRUST                                     | CUSIP: 14161GCL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1890000 | PA      | $1893668.24   | 0.07%             | 2029-07-16      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMAX AUTO OWNER TRUST 2024 4                     | CUSIP: 14290DAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1480000 | PA      | $1484272.13   | 0.05%             | 2031-08-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMAX AUTO OWNER TRUST 2023 2                     | CUSIP: 142921AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1012475.02   | 0.04%             | 2028-11-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST                                                                | CARMAX SELECT RECEIVABLES TRUST 2026 A             | CUSIP: 142929AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3995808.94   | 0.15%             | 2029-12-17      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMAX AUTO OWNER TRUST 2024 1                     | CUSIP: 14318WAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1014736.07   | 0.04%             | 2029-08-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMAX AUTO OWNER TRUST 2023 4                     | CUSIP: 14318XAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1028285.76   | 0.04%             | 2030-04-15      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMAX AUTO OWNER TRUST 2023 3                     | CUSIP: 14319BAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1017127.44   | 0.04%             | 2030-12-16      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMAX AUTO OWNER TRUST                            | CUSIP: 14319EAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3063523.60   | 0.11%             | 2030-10-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST                                                                | CARMAX SELECT RECEIVABLES TRUST 2024 A             | CUSIP: 14319FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1517041.68   | 0.06%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMAX AUTO OWNER TRUST 2024 3                     | CUSIP: 14319GAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1238000 | PA      | $1248922.44   | 0.05%             | 2031-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                           | CARNIVAL CORP                                      | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1500000 | PA      | $1494673.42   | 0.05%             | 2029-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | CARVANA AUTO RECEIVABLES TRUST 2021 N2             | CUSIP: 14686KAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    151245 | PA      | $149193.70    | 0.01%             | 2028-03-10      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | CARVANA AUTO RECEIVABLES TRUST 2021 N2             | CUSIP: 14686KAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110209 | PA      | $108463.96    | 0.00%             | 2028-03-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | CARVANA AUTO RECEIVABLES TRUST 2021 N2             | CUSIP: 14686KAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    108161 | PA      | $106328.05    | 0.00%             | 2028-03-10      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | CARVANA AUTO RECEIVABLES TRUST 2021 N2             | CUSIP: 14686KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    193375 | PA      | $189707.18    | 0.01%             | 2028-03-10      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | CARVANA AUTO RECEIVABLES TRUST 2021 N1             | CUSIP: 14687DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39456 | PA      | $39281.79     | 0.00%             | 2028-01-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | CARVANA AUTO RECEIVABLES TRUST 2021 N1             | CUSIP: 14687DAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143237 | PA      | $142197.35    | 0.01%             | 2028-01-10      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | CARVANA AUTO RECEIVABLES TRUST 2021 N1             | CUSIP: 14687DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109336 | PA      | $108600.01    | 0.00%             | 2028-01-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | CARVANA AUTO RECEIVABLES TRUST 2021 N1             | CUSIP: 14687DAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    127120 | PA      | $126322.74    | 0.00%             | 2028-01-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | CARVANA AUTO RECEIVABLES TRUST                     | CUSIP: 14687GAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    808160 | PA      | $795823.13    | 0.03%             | 2028-06-12      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | CARVANA AUTO RECEIVABLES TRUST                     | CUSIP: 14687GAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    211359 | PA      | $206288.39    | 0.01%             | 2028-06-12      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | CARVANA AUTO RECEIVABLES TRUST                     | CUSIP: 14687GAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107045 | PA      | $104584.06    | 0.00%             | 2028-06-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                                            | CENTENE CORP                                       | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2436996.56   | 0.09%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY, INC.                                                                       | CENTERPOINT ENERGY INC                             | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   1858000 | PA      | $1905434.67   | 0.07%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RESTORATION BOND COMPANY LLC                                                | CENTERPOINT ENERGY RESTORATION BOND CO III LLC     | CUSIP: 15202GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4950409.54   | 0.18%             | 2031-12-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL, INC.                                                 | CHARLES RIVER LABORATORIES INTERNATIONAL INC       | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3927981.17   | 0.14%             | 2028-05-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                          | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2064988.70   | 0.08%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2024 1                      | CUSIP: 16144BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    643000 | PA      | $652461.43    | 0.02%             | 2029-11-26      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2024 1                      | CUSIP: 16144BAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2038606.66   | 0.07%             | 2030-01-25      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2024 1                      | CUSIP: 16144BAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2340000 | PA      | $2402255.14   | 0.09%             | 2031-06-25      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST                             | CUSIP: 16144CAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4028000 | PA      | $4159929.30   | 0.15%             | 2031-08-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2023 A                      | CUSIP: 16144KAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5214951.74   | 0.19%             | 2031-06-25      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST                             | CUSIP: 16144LAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750000 | PA      | $2819417.07   | 0.10%             | 2031-09-25      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2024 5                      | CUSIP: 16144QAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $501632.43    | 0.02%             | 2030-08-26      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2024 5                      | CUSIP: 16144QAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    713000 | PA      | $716799.11    | 0.03%             | 2032-01-26      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2024 4                      | CUSIP: 16144YAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $718061.32    | 0.03%             | 2031-11-25      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CW2<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |   1192000 | PA      | $1192634.24   | 0.04%             | 2035-05-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CX0<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $800492.74    | 0.03%             | 2035-05-15      | Fixed         | 6.07%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CY8<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1501276.28   | 0.05%             | 2035-05-15      | Fixed         | 6.69%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CZ5<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |    106994 | PA      | $107728.30    | 0.00%             | 2035-10-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183DB7<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |   1582000 | PA      | $1593839.51   | 0.06%             | 2035-10-15      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183DC5<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |   2294000 | PA      | $2310355.88   | 0.08%             | 2035-10-15      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183DG6<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1819456.42   | 0.07%             | 2036-05-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| CHEVRON PHILLIPS CHEMICAL COMPANY LLC                                                          | CHEVRON PHILLIPS CHEMICAL CO LLC                   | CUSIP: 166754AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3013633.92   | 0.11%             | 2030-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO ILL                                                                                    | CITY OF CHICAGO IL                                 | CUSIP: 1674862D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1130000 | PA      | $1133111.14   | 0.04%             | 2031-01-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                                            | CITADEL FINANCE LLC                                | CUSIP: 17287HAE0<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1968572.60   | 0.07%             | 2029-02-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST                                                                | CITIZENS AUTO RECEIVABLES TRUST 2023 2             | CUSIP: 17295FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3037574.26   | 0.11%             | 2030-10-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                 | CITIGROUP INC                                      | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  11450000 | PA      | $11450193.27  | 0.42%             | 2199-12-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORPORATION                                                                    | CITGO PETROLEUM CORP                               | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2058591.29   | 0.08%             | 2029-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP CAPITAL XIII                                                                         | CITIGROUP CAPITAL XIII                             | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    200000 | NS      | $5878000.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST                                                                | CITIZENS AUTO RECEIVABLES TRUST 2023 1             | CUSIP: 17331KAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3031401.31   | 0.11%             | 2030-10-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST                                                                | CITIZENS AUTO RECEIVABLES TRUST 2024 1             | CUSIP: 17331QAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2017526.91   | 0.07%             | 2030-10-15      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                                                                 | CITIZENS FINANCIAL GROUP INC                       | CUSIP: 174610BD6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $4842694.96   | 0.18%             | 2199-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CLARUS CAPITAL FUNDING LLC                                                                     | CLARUS CAPITAL FUNDING 2024 1 LLC                  | CUSIP: 18271JAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1170000 | PA      | $1168469.48   | 0.04%             | 2032-08-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| CLARUS CAPITAL FUNDING LLC                                                                     | CLARUS CAPITAL FUNDING 2024 1 LLC                  | CUSIP: 18271JAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    585000 | PA      | $583285.13    | 0.02%             | 2032-08-20      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| CLARUS CAPITAL FUNDING LLC                                                                     | CLARUS CAPITAL FUNDING 2026 1 LLC                  | CUSIP: 18271RAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2490583.00   | 0.09%             | 2034-11-20      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| CLEARINGHOUSE COMMUNITY DEVELOPMENT FINANCIAL INST                                             | CLEARINGHOUSE COMMUNITY DEVELOPMENT FINANCIAL INST | CUSIP: 184917AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1985959.16   | 0.07%             | 2030-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                                             | CNO GLOBAL FUNDING                                 | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2531828.96   | 0.09%             | 2027-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                                             | CNO GLOBAL FUNDING                                 | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   1953000 | PA      | $1966048.41   | 0.07%             | 2029-09-09      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                                             | CNO GLOBAL FUNDING                                 | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2006012.41   | 0.07%             | 2027-12-10      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                                             | CNO GLOBAL FUNDING                                 | CUSIP: 18977W2H2<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990726.81    | 0.04%             | 2028-09-08      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                                             | CNO GLOBAL FUNDING                                 | CUSIP: 18977W2J8<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1733048.34   | 0.06%             | 2030-12-11      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| CoBank, ACB                                                                                    | COBANK ACB                                         | CUSIP: 19075QAC6<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |   5700000 | PA      | $5718316.62   | 0.21%             | 2199-12-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| COCA-COLA CONSOLIDATED, INC.                                                                   | COCA COLA CONSOLIDATED INC                         | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2043933.92   | 0.07%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COLORADO HEALTH FACS AUTH REV                                                                  | COLORADO HEALTH FACILITIES AUTHORITY               | CUSIP: 19648FRX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $271721.77    | 0.01%             | 2026-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COLUMBIA CENT CLO LIMITED                                                                      | CENT CLO                                           | CUSIP: 19737TAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $998700.00    | 0.04%             | 2034-07-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                                                         | COLUMBIA PIPELINES HOLDING CO LLC                  | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $53179.67     | 0.00%             | 2026-08-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                                                         | COLUMBIA PIPELINES HOLDING CO LLC                  | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2063007.32   | 0.08%             | 2028-08-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| COLUMBUS OHIO MET HSG AUTH GEN REV                                                             | COLUMBUS METROPOLITAN HOUSING AUTHORITY            | CUSIP: 19951AAT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1410000 | PA      | $1424220.38   | 0.05%             | 2028-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                            | COMMONSPIRIT HEALTH                                | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3937138.79   | 0.14%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION, LLC                                                           | CONSTELLATION ENERGY GENERATION LLC                | CUSIP: 210385AG5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1490445.93   | 0.05%             | 2029-02-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CORNING INCORPORATED                                                                           | CORNING INC                                        | CUSIP: 219350AR6<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2672080.14   | 0.10%             | 2036-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CORPORATE ONE AUTO RECEIVABLES TR                                                              | CORPORATE ONE AUTO RECEIVABLES TRUST 2026 1        | CUSIP: 22004UAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1112000 | PA      | $1104276.28   | 0.04%             | 2031-01-15      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| CORPORATE ONE AUTO RECEIVABLES TR                                                              | CORPORATE ONE AUTO RECEIVABLES TRUST 2026 1        | CUSIP: 22004UAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    927000 | PA      | $919449.59    | 0.03%             | 2031-04-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| CORPORATE ONE AUTO RECEIVABLES TR                                                              | CORPORATE ONE AUTO RECEIVABLES TRUST 2026 1        | CUSIP: 22004UAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    651000 | PA      | $649422.20    | 0.02%             | 2034-07-15      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| COTY INC.                                                                                      | COTY INC HFC PRESTIGE PRODUCTS INC                 | CUSIP: 222070AG9<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4357565.75   | 0.16%             | 2029-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| COTY INC.                                                                                      | COTY INC HFC PRESTIGE PRODUCTS INC                 | CUSIP: 22207AAC6<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |   1111000 | PA      | $1081397.12   | 0.04%             | 2031-01-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| CP EF ASSET SECURITIZATION I, LLC                                                              | CP EF ASSET SECURITIZATION II LLC                  | CUSIP: 224092AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133400 | PA      | $133878.04    | 0.00%             | 2032-03-15      | Fixed         | 7.48%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 1           | CUSIP: 224927AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    722494 | PA      | $723872.93    | 0.03%             | 2033-05-16      | Fixed         | 7.02%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 1           | CUSIP: 224927AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101097.70    | 0.00%             | 2033-07-15      | Fixed         | 7.71%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 3           | CUSIP: 224936AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1895000 | PA      | $1911224.95   | 0.07%             | 2033-10-17      | Fixed         | 7.09%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 3           | CUSIP: 224936AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4886000 | PA      | $4987196.83   | 0.18%             | 2033-12-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2025 2           | CUSIP: 224940AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    829000 | PA      | $809052.69    | 0.03%             | 2036-01-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2025 2           | CUSIP: 224940AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $985228.68    | 0.04%             | 2036-03-17      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 5           | CUSIP: 22535PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1018861.88   | 0.04%             | 2034-04-17      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2026 1           | CUSIP: 22535XAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $998859.81    | 0.04%             | 2036-08-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2025 1           | CUSIP: 22536KAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $997008.89    | 0.04%             | 2035-07-16      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2024 2           | CUSIP: 22536VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1016302.12   | 0.04%             | 2034-10-16      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 2           | CUSIP: 22537EAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4038136.66   | 0.15%             | 2033-09-15      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                                   | CREDIT SUISEE GROUP AG                             | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   6000000 | PA      | $5984646.31   | 0.22%             | 2028-01-09      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| CROSSROADS ASSET TRUST                                                                         | CROSSROADS ASSET TRUST                             | CUSIP: 22767VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    455000 | PA      | $455674.89    | 0.02%             | 2032-02-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| CROSSROADS ASSET TRUST                                                                         | CROSSROADS ASSET TRUST 2024 A                      | CUSIP: 227927AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    744930 | PA      | $750522.34    | 0.03%             | 2030-08-20      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| CROSSROADS ASSET TRUST                                                                         | CROSSROADS ASSET TRUST 2024 A                      | CUSIP: 227927AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2518000 | PA      | $2547645.78   | 0.09%             | 2030-08-20      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| CROSSROADS ASSET TRUST                                                                         | CROSSROADS ASSET TRUST 2024 A                      | CUSIP: 227927AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1528522.92   | 0.06%             | 2030-08-20      | Fixed         | 6.52%                 | Yes           |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                                                              | CROWN CASTLE INC                                   | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1498272.43   | 0.05%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CUBESMART, L.P.                                                                                | CUBESMART LP                                       | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |   4033000 | PA      | $4008625.82   | 0.15%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CULLEN/FROST BANKERS, INC.                                                                     | CULLEN FROST BANKERS INC                           | CUSIP: 229899AB5<br>LEI: 529900V2E9G9AY665O34 | Long             | DBT              | CORP              | US        |   6090000 | PA      | $6051601.88   | 0.22%             | 2027-03-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTER ISSUER LLC                                                                | CYRUSONE DATA CENTERS ISSUER I LLC                 | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2790000 | PA      | $2708158.15   | 0.10%             | 2049-05-20      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CYRUSONE DATA CENTER ISSUER LLC                                                                | CYRUSONE DATA CENTERS ISSUER I LLC                 | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2693878 | PA      | $2705225.75   | 0.10%             | 2050-02-20      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| DLLAA LLC                                                                                      | DLLAA 2023 1 LLC                                   | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100043 | PA      | $1108300.05   | 0.04%             | 2028-02-22      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| DLLMT LLC                                                                                      | DLLMT 2023 1 LLC                                   | CUSIP: 232989AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350976 | PA      | $351682.46    | 0.01%             | 2027-03-22      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| DLLMT LLC                                                                                      | DLLMT 2023 1 LLC                                   | CUSIP: 232989AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1142857 | PA      | $1149534.87   | 0.04%             | 2031-03-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| DBWF MORTGAGE TRUST                                                                            | DBWF 2024 LCRS MORTGAGE TRUST                      | CUSIP: 23307KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1997580 | PA      | $1996956.54   | 0.07%             | 2034-04-15      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| DLLAA LLC                                                                                      | DLLAA 2025 1 LLC                                   | CUSIP: 233249AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2086957 | PA      | $2108379.91   | 0.08%             | 2029-09-20      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                                                             | DTE ENERGY CO                                      | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2015962.61   | 0.07%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                                                             | DTE ENERGY CO                                      | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3018908.42   | 0.11%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST                                                                            | DT AUTO OWNER TRUST 2022 2                         | CUSIP: 23345AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1060860 | PA      | $1064337.03   | 0.04%             | 2028-03-15      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| DLLAD LLC                                                                                      | DLLAD 2024 1 LLC                                   | CUSIP: 23346MAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1011806.60   | 0.04%             | 2029-07-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| DLLAD LLC                                                                                      | DLLAD 2024 1 LLC                                   | CUSIP: 23346MAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1289796 | PA      | $1321355.86   | 0.05%             | 2031-09-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| DLLMT LLC                                                                                      | DLLMT 2024 1 LLC                                   | CUSIP: 23347AAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1406250 | PA      | $1422579.08   | 0.05%             | 2032-04-20      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                                        | DAIMLER TRUCK FINANCE NORTH AMERICA LLC            | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2008737.35   | 0.07%             | 2027-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                                        | DAIMLER TRUCK FINANCE NORTH AMERICA LLC            | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2014955.75   | 0.07%             | 2027-09-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                                        | DAIMLER TRUCK FINANCE NORTH AMERICA LLC            | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1995339.63   | 0.07%             | 2027-08-12      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| THE DAYTON POWER AND LIGHT COMPANY                                                             | DAYTON POWER LIGHT CO THE                          | CUSIP: 240019BX6<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984750.00    | 0.04%             | 2030-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST 2026 1                | CUSIP: 246921AL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    874000 | PA      | $873372.35    | 0.03%             | 2032-11-22      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST 2023 3                | CUSIP: 24702EAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1235000 | PA      | $1236610.66   | 0.05%             | 2029-10-22      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST 2024 1                | CUSIP: 24702GAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1359980.75   | 0.05%             | 2030-03-22      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST 2024 1                | CUSIP: 24702GAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1464000 | PA      | $1477722.18   | 0.05%             | 2030-09-23      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                                      | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703DBR1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992695.68    | 0.04%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                                      | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2514884.18   | 0.09%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST 2025 1                | CUSIP: 24703UAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    629000 | PA      | $637595.51    | 0.02%             | 2031-08-22      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST 2025 2                | CUSIP: 24703VAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1989179.50   | 0.07%             | 2032-03-22      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST                       | CUSIP: 24704EAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1004011.59   | 0.04%             | 2030-08-22      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST                       | CUSIP: 24704EAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1118000 | PA      | $1124068.93   | 0.04%             | 2031-02-24      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| DELTA AIRLINES 2020-1 CLASS AA PASS THROUGH TRUST                                              | DELTA AIR LINES 2020 AA                            | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3355667 | PA      | $3245282.03   | 0.12%             | 2029-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC.                                                                           | DENTSPLY SIRONA INC                                | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |   5681000 | PA      | $5257638.28   | 0.19%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| THE DEPOSITORY TRUST & CLEARING CORPORATION                                                    | DEPOSITORY TRUST CLEARING CORP THE                 | CUSIP: 249670AB6<br>LEI: MLDY5N6PZ58ZE60QU102 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248484.95    | 0.01%             | 2199-12-31      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                       | DEVON ENERGY CORP                                  | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |  13330000 | PA      | $13332932.04  | 0.49%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2025 2 LLC                                | CUSIP: 252153AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    585000 | PA      | $577588.85    | 0.02%             | 2036-04-15      | Fixed         | 4.66%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2025 1 LLC                                | CUSIP: 252154AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $997040.37    | 0.04%             | 2035-08-15      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2025 1 LLC                                | CUSIP: 252154AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $997461.50    | 0.04%             | 2035-08-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2025 1 LLC                                | CUSIP: 252154AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2024503.01   | 0.07%             | 2036-02-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2023 1 LLC                                | CUSIP: 25216BAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86484 | PA      | $86708.11     | 0.00%             | 2032-03-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2023 1 LLC                                | CUSIP: 25216BAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5430000 | PA      | $5484505.08   | 0.20%             | 2032-03-15      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2023 1 LLC                                | CUSIP: 25216BAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $619237.02    | 0.02%             | 2033-03-15      | Fixed         | 8.82%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2023 2 LLC                                | CUSIP: 25216CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3021992.51   | 0.11%             | 2034-05-15      | Fixed         | 6.41%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2023 2 LLC                                | CUSIP: 25216CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1666000 | PA      | $1746159.26   | 0.06%             | 2034-05-15      | Fixed         | 8.30%                 | Yes           |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORPORATION                                                                  | DIAGEO INVESTMENT CORP                             | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |   1091000 | PA      | $1114364.24   | 0.04%             | 2030-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING                                                                 | DIAMOND INFRASTRUCTURE FUNDING LLC                 | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3333000 | PA      | $3265033.46   | 0.12%             | 2049-04-15      | Fixed         | 1.76%                 | Yes           |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING                                                                 | DIAMOND INFRASTRUCTURE FUNDING LLC                 | CUSIP: 25265LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2940014.70   | 0.11%             | 2049-04-15      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| DIAMOND ISSUER LLC                                                                             | DIAMOND ISSUER                                     | CUSIP: 25267TAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3273000 | PA      | $3179322.16   | 0.12%             | 2051-11-20      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                                          | DOMINION ENERGY INC                                | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4456150.12   | 0.16%             | 2199-12-31      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Duke University Health System, Inc                                                             | DUKE UNIVERSITY HEALTH                             | CUSIP: 26443CAE3<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |    700000 | PA      | $698467.90    | 0.03%             | 2026-06-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| EBAY INC.                                                                                      | EBAY INC                                           | CUSIP: 278642BD4<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1990703.49   | 0.07%             | 2029-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                                 | ELEMENT FLEET MANAGEMENT CORP                      | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1042791.40   | 0.04%             | 2028-12-04      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                                 | ELEMENT FLEET MANAGEMENT CORP                      | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   3500000 | PA      | $3534804.67   | 0.13%             | 2027-03-13      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| ENACT HOLDINGS, INC.                                                                           | ENACT HOLDINGS INC                                 | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |   5150000 | PA      | $5321041.13   | 0.19%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                  | ENBRIDGE INC                                       | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2400000 | PA      | $2413919.59   | 0.09%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                  | ENBRIDGE INC                                       | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2042239.19   | 0.07%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                             | ENERGY TRANSFER LP                                 | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2363280.66   | 0.09%             | 2199-12-31      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                             | ENERGY TRANSFER LP                                 | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5667000 | PA      | $5682220.42   | 0.21%             | 2199-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EMERGENT AUTO RECEIVABLES TRUST                                                                | ENT AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 293601AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2288156.70   | 0.08%             | 2029-11-15      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| EMERGENT AUTO RECEIVABLES TRUST                                                                | ENT AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 293601AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2445000 | PA      | $2508744.73   | 0.09%             | 2030-01-15      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| EMERGENT AUTO RECEIVABLES TRUST                                                                | ENT AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 293601AL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1310400 | PA      | $1350680.19   | 0.05%             | 2030-04-15      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                                                                             | ENSTAR FINANCE LLC                                 | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7883000 | PA      | $7780633.76   | 0.28%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS RESTORATION FUNDING, LLC                                                         | ENTERGY TEXAS RESTORATION FUNDING II LLC           | CUSIP: 29366NAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    436246 | PA      | $430456.75    | 0.02%             | 2028-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2022 3 LLC              | CUSIP: 29374FAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    395688 | PA      | $395760.64    | 0.01%             | 2029-07-20      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2022 4 LLC              | CUSIP: 29374GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2005933.48   | 0.07%             | 2029-10-22      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2023 3 LLC              | CUSIP: 29374LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4097720.03   | 0.15%             | 2030-06-20      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2024 4 LLC              | CUSIP: 29374MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2008522.02   | 0.07%             | 2028-11-20      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2023 1 LLC              | CUSIP: 29375CAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1574175 | PA      | $1583568.80   | 0.06%             | 2029-10-22      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2023 2 LLC              | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    121150 | PA      | $121469.74    | 0.00%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2024 1 LLC              | CUSIP: 29375PAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2022896.05   | 0.07%             | 2030-09-20      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2024 2 LLC              | CUSIP: 29375RAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2528000 | PA      | $2582708.22   | 0.09%             | 2030-12-20      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2025 1 LLC              | CUSIP: 29390HAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    286000 | PA      | $288153.01    | 0.01%             | 2029-02-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Essent Group Ltd.                                                                              | ESSENT GROUP LTD                                   | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |   6319000 | PA      | $6534433.58   | 0.24%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                                      | ESSENTIAL UTILITIES INC                            | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2508878.46   | 0.09%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO, L.P.                                                                          | ESSEX PORTFOLIO LP                                 | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   1149000 | PA      | $1092113.80   | 0.04%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                                    | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JCS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    789000 | PA      | $792124.74    | 0.03%             | 2028-10-16      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                                    | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JCT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    903000 | PA      | $906012.24    | 0.03%             | 2028-10-16      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                                    | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JCX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1774000 | PA      | $1788387.62   | 0.07%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                                    | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JCY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1111000 | PA      | $1117722.88   | 0.04%             | 2029-05-15      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                                    | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JDB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1241878.67   | 0.05%             | 2029-10-15      | Fixed         | 4.54%                 | Yes           |                  2 | On Loan: No      |
| EXELON CORPORATION                                                                             | EXELON CORP                                        | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   3290000 | PA      | $3341237.28   | 0.12%             | 2031-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                            | EXETER AUTOMOBILE RECEIVABLES TRUST                | CUSIP: 30167MAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1006695.25   | 0.04%             | 2031-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                                         | EXTRA SPACE STORAGE LP                             | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4477099.40   | 0.16%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                                         | EXTRA SPACE STORAGE LP                             | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $879090.29    | 0.03%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS INC.                                                                  | FACTSET RESEARCH SYSTEMS INC                       | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |   1713000 | PA      | $1690829.20   | 0.06%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                                             | F G GLOBAL FUNDING                                 | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4549803.05   | 0.17%             | 2027-06-10      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FRTKL TRUST                                                                                    | FRTKL                                              | CUSIP: 30322DAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1482168.16   | 0.05%             | 2038-09-17      | Fixed         | 1.72%                 | Yes           |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                                    | FCCU AUTO RECEIVABLES TRUST 2024 1                 | CUSIP: 30336CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2828000 | PA      | $2867038.40   | 0.10%             | 2030-04-15      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                                    | FCCU AUTO RECEIVABLES TRUST 2024 1                 | CUSIP: 30336CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1713000 | PA      | $1742463.60   | 0.06%             | 2030-07-15      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                                    | FCCU AUTO RECEIVABLES TRUST 2024 1                 | CUSIP: 30336CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    551020 | PA      | $561335.12    | 0.02%             | 2030-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                                    | FCCU AUTO RECEIVABLES TRUST 2024 1                 | CUSIP: 30336CAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    851667 | PA      | $876713.41    | 0.03%             | 2032-07-15      | Fixed         | 6.78%                 | Yes           |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                                    | FCCU AUTO RECEIVABLES TRUST 2026 1                 | CUSIP: 30343XAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1638000 | PA      | $1605560.49   | 0.06%             | 2032-10-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                                    | FCCU AUTO RECEIVABLES TRUST 2026 1                 | CUSIP: 30343XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $491752.69    | 0.02%             | 2035-02-15      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128NCGY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79621 | PA      | $80376.48     | 0.00%             | 2035-04-01      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132D6FA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1013133 | PA      | $1037371.80   | 0.04%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE REMICS                                  | CUSIP: 3136A8DT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30483 | PA      | $30106.70     | 0.00%             | 2027-09-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BK6X5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $908076.85    | 0.03%             | 2031-11-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BPNA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1029315 | PA      | $1037821.28   | 0.04%             | 2047-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BSEM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1408850 | PA      | $1415855.25   | 0.05%             | 2048-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BWGJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1787141 | PA      | $1789688.73   | 0.07%             | 2050-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BWJ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1778127 | PA      | $1764255.09   | 0.06%             | 2051-09-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BWSX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4807218 | PA      | $4769061.01   | 0.17%             | 2053-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BYU42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1394348 | PA      | $1372937.32   | 0.05%             | 2051-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                                           | FEDERAL REALTY OP LP                               | CUSIP: 313747BC0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4059344.65   | 0.15%             | 2028-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H9DC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1921057 | PA      | $1943138.73   | 0.07%             | 2049-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HFNP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2827502 | PA      | $2812485.03   | 0.10%             | 2051-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HHSN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3158527 | PA      | $3179774.63   | 0.12%             | 2051-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HP3P6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3098883 | PA      | $3054902.62   | 0.11%             | 2049-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HQMR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    966208 | PA      | $949122.66    | 0.03%             | 2049-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EAL62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108983 | PA      | $107912.08    | 0.00%             | 2027-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138LQPP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    284416 | PA      | $280666.82    | 0.01%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W2FB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2662929 | PA      | $2389809.04   | 0.09%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418AFA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    248068 | PA      | $245638.15    | 0.01%             | 2027-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418AHW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163153 | PA      | $161223.43    | 0.01%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FRF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2341108 | PA      | $2323746.69   | 0.08%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                                    | FCCU AUTO RECEIVABLES TRUST 2025 1                 | CUSIP: 31424YAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2025173.54   | 0.07%             | 2031-05-15      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                                    | FCCU AUTO RECEIVABLES TRUST 2025 1                 | CUSIP: 31424YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    647000 | PA      | $656036.44    | 0.02%             | 2031-09-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                                    | FCCU AUTO RECEIVABLES TRUST 2025 1                 | CUSIP: 31424YAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    683000 | PA      | $692425.34    | 0.03%             | 2031-12-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING COMPANY, INC.                                                            | FEDEX FREIGHT HOLDING CO INC                       | CUSIP: 314352AA3<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1975441.17   | 0.07%             | 2029-03-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| FELLS POINT FUNDING TRUST                                                                      | FELLS POINT FUNDING TRUST                          | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5200452.77   | 0.19%             | 2027-01-31      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC.                                                                      | FERGUSON ENTERPRISES INC                           | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1477658.49   | 0.05%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES, INC.                                                   | FIDELITY NATIONAL INFORMATION SERVICES INC         | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2240932.50   | 0.08%             | 2029-03-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                            | FIFTH THIRD BANCORP                                | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984359.38    | 0.04%             | 2032-04-29      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORPORATION                                                                      | FIRST HORIZON CORP                                 | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3046149.59   | 0.11%             | 2031-03-07      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST                                                               | FIRST INVESTORS AUTO OWNER TRUST 2025 1            | CUSIP: 32059WAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2222000 | PA      | $2215835.94   | 0.08%             | 2033-12-15      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| FIRST MARYLAND CAPITAL I                                                                       | FIRST MARYLAND CAPITAL                             | CUSIP: 320808AD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6650000 | PA      | $6584059.94   | 0.24%             | 2027-01-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST                                                               | FIRST INVESTORS AUTO OWNER TRUST 2023 1            | CUSIP: 320986AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3078772.98   | 0.11%             | 2029-12-17      | Fixed         | 6.81%                 | Yes           |                  2 | On Loan: No      |
| FIRST HORIZON BANK                                                                             | FIRST HORIZON BANK                                 | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |   2223000 | PA      | $2269644.79   | 0.08%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                           | FIRSTKEY HOMES 2020 SFR1 TRUST                     | CUSIP: 33767TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2307692 | PA      | $2280652.96   | 0.08%             | 2026-09-17      | Fixed         | 1.61%                 | Yes           |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                           | FIRSTKEY HOMES 2020 SFR1 TRUST                     | CUSIP: 33767WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2973303.71   | 0.11%             | 2028-08-17      | Fixed         | 1.79%                 | Yes           |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                           | FIRSTKEY HOMES 2020 SFR1 TRUST                     | CUSIP: 33767WAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2973860.53   | 0.11%             | 2028-08-17      | Fixed         | 1.89%                 | Yes           |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                           | FIRSTKEY HOMES 2020 SFR1 TRUST                     | CUSIP: 33768JBM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $985280.94    | 0.04%             | 2038-12-17      | Fixed         | 2.44%                 | Yes           |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                           | FIRSTKEY HOMES 2020 SFR1 TRUST                     | CUSIP: 33768JBN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1722102.36   | 0.06%             | 2038-12-17      | Fixed         | 2.54%                 | Yes           |                  2 | On Loan: No      |
| FISERV, INC.                                                                                   | FISERV INC                                         | CUSIP: 337738BM9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2973913.03   | 0.11%             | 2030-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FISERV, INC.                                                                                   | FISERV INC                                         | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1958480.38   | 0.07%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                     | FLAGSHIP CREDIT AUTO TRUST 2021 2                  | CUSIP: 33844WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050978 | PA      | $1042860.46   | 0.04%             | 2027-06-15      | Fixed         | 1.59%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                                                  | FLORIDA POWER LIGHT CO                             | CUSIP: 341081GK7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3048426.06   | 0.11%             | 2028-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                                                  | FLORIDA POWER LIGHT CO                             | CUSIP: 341081GN1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2812003.47   | 0.10%             | 2028-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DESIGNATED ACTIVITY COMPANY                                                   | FLUTTER TREASURY DESIGNATED ACTIVITY CO            | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   4617000 | PA      | $4686800.09   | 0.17%             | 2029-04-29      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| FLUTTER TREASURY DESIGNATED ACTIVITY COMPANY                                                   | FLUTTER TREASURY DAC                               | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   2484000 | PA      | $2466571.88   | 0.09%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST 2021 REV2             | CUSIP: 345285AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $838724.22    | 0.03%             | 2034-05-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST 2022 REV1             | CUSIP: 34528EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2002239.00   | 0.07%             | 2034-11-15      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                                     | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A         | CUSIP: 34528QHY3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          | CORP              | US        |   1597000 | PA      | $1597945.91   | 0.06%             | 2028-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST 2023 REV1             | CUSIP: 34535QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    822000 | PA      | $833641.35    | 0.03%             | 2035-08-15      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST 2023 REV1             | CUSIP: 34535QAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3043309.87   | 0.11%             | 2035-08-15      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST 2023 REV1             | CUSIP: 34535QAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7400000 | PA      | $7514030.68   | 0.27%             | 2035-08-15      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                                  | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1878273.61   | 0.07%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                                  | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000257.69   | 0.04%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                                  | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2002678.67   | 0.07%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST                                                 | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 | CUSIP: 35105AAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    714000 | PA      | $716530.30    | 0.03%             | 2029-05-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST                                                 | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 | CUSIP: 35105AAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1003834.14   | 0.04%             | 2029-11-15      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST                                                 | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 | CUSIP: 35105AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1007806.12   | 0.04%             | 2030-03-15      | Fixed         | 6.83%                 | Yes           |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST                                                 | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 | CUSIP: 35105NAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1371949 | PA      | $1374358.76   | 0.05%             | 2028-08-15      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC.                                                                          | FREEPORT MCMORAN INC                               | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7959201.20   | 0.29%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS, LLC                                                          | FRONTIER COMMUNICATIONS CORP                       | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4750000.00   | 0.17%             | 2029-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FULTON FINANCIAL CORPORATION                                                                   | FULTON FINANCIAL CORP                              | CUSIP: 360271AL4<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | DBT              | CORP              | US        |  10868000 | PA      | $10823397.19  | 0.40%             | 2030-03-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                                        | GA GLOBAL FUNDING TRUST                            | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   2390000 | PA      | $2377571.77   | 0.09%             | 2027-09-23      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| THE GEO GROUP, INC.                                                                            | GEO GROUP INC THE                                  | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1040268.92   | 0.04%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GECU AUTO RECEIVABLES TRUST                                                                    | GECU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 36169EAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3043183.97   | 0.11%             | 2029-10-15      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| GECU AUTO RECEIVABLES TRUST                                                                    | GECU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 36169EAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1660000 | PA      | $1693460.32   | 0.06%             | 2030-01-15      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| GECU AUTO RECEIVABLES TRUST                                                                    | GECU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 36169EAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    998000 | PA      | $1023464.50   | 0.04%             | 2030-04-15      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                                                            | GENERAL MOTORS                                     | CUSIP: 361886DC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2015440.40   | 0.07%             | 2029-03-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                                                            | GENERAL MOTORS                                     | CUSIP: 361886DG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1409091 | PA      | $1431930.06   | 0.05%             | 2031-03-17      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| GTE AUTO RECEIVABLES TRUST                                                                     | GTE AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 362304AD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3664815 | PA      | $3677146.29   | 0.13%             | 2029-04-16      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| GTE AUTO RECEIVABLES TRUST                                                                     | GTE AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 362304AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3024896.97   | 0.11%             | 2029-08-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| GTE AUTO RECEIVABLES TRUST                                                                     | GTE AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 362304AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2625000 | PA      | $2653180.24   | 0.10%             | 2029-11-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST                                                       | GS MORTGAGE SECURITIES CORP TRUST 2017 GPTX        | CUSIP: 36257CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11480757 | PA      | $10165401.73  | 0.37%             | 2034-05-10      | Fixed         | 2.86%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                     | GLS AUTO RECEIVABLES ISSUER TRUST 2021 3           | CUSIP: 36263LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1249403.82   | 0.05%             | 2028-10-16      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                     | GLS AUTO RECEIVABLES ISSUER TRUST 2023 1           | CUSIP: 36266XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1642204 | PA      | $1664266.37   | 0.06%             | 2029-01-16      | Fixed         | 7.01%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                              | GLS AUTO SELECT RECEIVABLES TRUST 2023 2           | CUSIP: 36269EAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2130854.29   | 0.08%             | 2031-02-18      | Fixed         | 8.22%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                              | GLS AUTO SELECT RECEIVABLES TRUST 2024 4           | CUSIP: 36271BAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2279000 | PA      | $2275624.44   | 0.08%             | 2030-11-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                              | GLS AUTO SELECT RECEIVABLES TRUST 2025 1           | CUSIP: 36271FAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1806000 | PA      | $1819701.06   | 0.07%             | 2031-03-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                              | GLS AUTO SELECT RECEIVABLES TRUST 2025 1           | CUSIP: 36271FAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1950000 | PA      | $1968348.96   | 0.07%             | 2032-04-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                     | GLS AUTO RECEIVABLES ISSUER TRUST 2025 1           | CUSIP: 36271KAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6043086.13   | 0.22%             | 2030-11-15      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| GABX Leasing LLC                                                                               | GABX LEASING LLC                                   | CUSIP: 36274FAA7<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1975143.17   | 0.07%             | 2031-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LIMITED                                                           | GALAXY PIPELINE ASSETS                             | CUSIP: 36321PAA8<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    585850 | PA      | $571440.97    | 0.02%             | 2027-09-30      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| GARTNER, INC.                                                                                  | GARTNER INC                                        | CUSIP: 366651AJ6<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1945766.04   | 0.07%             | 2031-03-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                         | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2019840.00   | 0.07%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                         | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3026527.88   | 0.11%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS COMPANY                                                                          | GENUINE PARTS CO                                   | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1997224.37   | 0.07%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS COMPANY                                                                          | GENUINE PARTS CO                                   | CUSIP: 37255GE46<br>LEI: 549300D46DQVEU651W04 | Long             | STIV             | CORP              | US        |   5600000 | PA      | $5597430.16   | 0.20%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GENUINE PARTS COMPANY                                                                          | GENUINE PARTS CO                                   | CUSIP: 37255GE87<br>LEI: 549300D46DQVEU651W04 | Long             | STIV             | CORP              | US        |   4700000 | PA      | $4695680.70   | 0.17%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GENUINE PARTS COMPANY                                                                          | GENUINE PARTS CO                                   | CUSIP: 37255GEL8<br>LEI: 549300D46DQVEU651W04 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4988323.50   | 0.18%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GENUINE PARTS COMPANY                                                                          | GENUINE PARTS CO                                   | CUSIP: 37255GEV6<br>LEI: 549300D46DQVEU651W04 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4982864.50   | 0.18%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GENPACT UK FINCO PLC                                                                           | GENPACT UK FINCO PLC GENPACT USA INC               | CUSIP: 37256EAA0<br>LEI: 213800YBG5J436VDT809 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1959502.06   | 0.07%             | 2030-11-18      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC.                                                                         | GILDAN ACTIVEWEAR INC                              | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1979571.73   | 0.07%             | 2030-10-07      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                           | GLENCORE FUNDING LLC                               | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3031347.76   | 0.11%             | 2027-04-04      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL NET LEASE, INC.                                                                         | GLOBAL NET LEASE INC GLOBAL NET LEASE OPERATING    | CUSIP: 37892AAA8<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $976261.42    | 0.04%             | 2027-12-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                                           | GLOBAL PAYMENTS INC                                | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3224279.42   | 0.12%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                                           | GLOBAL PAYMENTS INC                                | CUSIP: 37940XBA9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1992270.55   | 0.07%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                                           | GLOBAL PAYMENTS INC                                | CUSIP: 37961DE14<br>LEI: 549300NOMHGVQBX6S778 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4999423.50   | 0.18%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                                           | GLOBAL PAYMENTS INC                                | CUSIP: 37961DE55<br>LEI: 549300NOMHGVQBX6S778 | Long             | STIV             | CORP              | US        |   7000000 | PA      | $6995965.20   | 0.26%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                                           | GLOBAL PAYMENTS INC                                | CUSIP: 37961DE63<br>LEI: 549300NOMHGVQBX6S778 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2997924.90   | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                     | GLS AUTO RECEIVABLES ISSUER TRUST 2024 2           | CUSIP: 379924AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    925412 | PA      | $929152.34    | 0.03%             | 2028-11-15      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                              | GLS AUTO SELECT RECEIVABLES TRUST 2024 1           | CUSIP: 37988XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    875000 | PA      | $883984.74    | 0.03%             | 2030-03-15      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                              | GLS AUTO SELECT RECEIVABLES TRUST 2024 1           | CUSIP: 37988XAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1014899.18   | 0.04%             | 2030-03-15      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                     | GLS AUTO RECEIVABLES ISSUER TRUST 2024 3           | CUSIP: 37989AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2007128.60   | 0.07%             | 2029-01-16      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                     | GLS AUTO SELECT RECEIVABLES TRUST 2024 2           | CUSIP: 379924AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2038575.69   | 0.07%             | 2030-06-17      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| GOLDEN CREDIT CARD TRUST                                                                       | GOLDEN CREDIT CARD TRUST                           | CUSIP: 380881FB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4958442.72   | 0.18%             | 2028-08-15      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                  | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004573.77   | 0.04%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CREDIT CORP.                                                             | GOLDMAN SACHS PRIVATE CREDIT CORP                  | CUSIP: 38152BAE1<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1676754.72   | 0.06%             | 2029-01-31      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CREDIT CORP.                                                             | GOLDMAN SACHS PRIVATE CREDIT CORP                  | CUSIP: 38152BAJ0<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2272193.57   | 0.08%             | 2028-02-23      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                              | GOLUB CAPITAL PRIVATE CREDIT FUND                  | CUSIP: 38179RAD7<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    334000 | PA      | $329953.60    | 0.01%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FINANCE THREE, LLC                                                                  | GOODMAN US FIN THREE                               | CUSIP: 38239JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1475753.27   | 0.05%             | 2028-03-15      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38381QG21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1861953 | PA      | $1842157.85   | 0.07%             | 2065-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38381QG96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    666695 | PA      | $668546.25    | 0.02%             | 2065-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38381QSJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6110856 | PA      | $6104797.44   | 0.22%             | 2053-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38381QTA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1905439 | PA      | $1875249.93   | 0.07%             | 2051-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38381QTB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    476360 | PA      | $473361.89    | 0.02%             | 2051-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38381UK27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3358993 | PA      | $3336277.55   | 0.12%             | 2051-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384BM40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1383298 | PA      | $1399257.06   | 0.05%             | 2046-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384CNA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    903811 | PA      | $911008.39    | 0.03%             | 2047-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384EYV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1480053 | PA      | $1488958.81   | 0.05%             | 2048-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384KED9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1408758 | PA      | $1419749.86   | 0.05%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384PYV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1510250 | PA      | $1517180.65   | 0.06%             | 2064-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384YNM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1436408 | PA      | $1424679.27   | 0.05%             | 2062-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38385BX88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1695459 | PA      | $1693432.42   | 0.06%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38385JEZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1472576 | PA      | $1467420.30   | 0.05%             | 2065-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY                                                                        | GRAND CANYON UNIVERSITY                            | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5555429.77   | 0.20%             | 2028-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GRANITE PARK EQUIPMENT LEASING LLC                                                             | GRANITE PARK EQUIPMENT LEASING 2023 1 LLC          | CUSIP: 387422AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    654000 | PA      | $656206.63    | 0.02%             | 2033-04-20      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| GRANITE PARK EQUIPMENT LEASING LLC                                                             | GRANITE PARK EQUIPMENT LEASING 2023 1 LLC          | CUSIP: 387422AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1211192.20   | 0.04%             | 2033-08-22      | Fixed         | 6.97%                 | Yes           |                  2 | On Loan: No      |
| GRANITE PARK EQUIPMENT LEASING LLC                                                             | GRANITE PARK EQUIPMENT LEASING 2023 1 LLC          | CUSIP: 387422AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $810615.73    | 0.03%             | 2033-08-22      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.                                               | GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIE | CUSIP: 39154GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1012952.95   | 0.04%             | 2031-05-15      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.                                               | GREATAMERICA LEASING RECEIVABLES FUNDING LLC       | CUSIP: 39154GAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2005838.26   | 0.07%             | 2029-04-16      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.                                               | GREATAMERICA LEASING RECEIVABLES FUNDING LLC       | CUSIP: 39154GAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1999980.03   | 0.07%             | 2032-01-15      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.                                               | GREATAMERICA LEASING RECEIVABLES                   | CUSIP: 39154TCE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1513938.69   | 0.06%             | 2030-03-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.                                               | GREATAMERICA LEASING RECEIVABLES                   | CUSIP: 39154TCL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1480000 | PA      | $1496142.00   | 0.05%             | 2030-12-16      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.                                               | GREATAMERICA LEASING RECEIVABLES                   | CUSIP: 39154TCM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $657281.22    | 0.02%             | 2031-12-15      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| GREENSTATE AUTO RECEIVABLES TRUST                                                              | GREENSTATE AUTO RECEIVABLES TRUST 2024 1           | CUSIP: 39573AAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4545739.29   | 0.17%             | 2030-01-15      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| GREENSTATE AUTO RECEIVABLES TRUST                                                              | GREENSTATE AUTO RECEIVABLES TRUST 2024 1           | CUSIP: 39573AAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1214883.73   | 0.04%             | 2030-01-15      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| GREENSTATE AUTO RECEIVABLES TRUST                                                              | GREENSTATE AUTO RECEIVABLES TRUST 2024 1           | CUSIP: 39573AAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1929000 | PA      | $1957913.24   | 0.07%             | 2030-02-15      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| GREENSTATE AUTO RECEIVABLES TRUST                                                              | GREENSTATE AUTO RECEIVABLES TRUST 2024 1           | CUSIP: 39573AAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1641000 | PA      | $1681596.50   | 0.06%             | 2032-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST 2024 1                       | CUSIP: 403963AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3838000 | PA      | $3874162.24   | 0.14%             | 2031-12-22      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL, INC.                                                    | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC          | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3085142.14   | 0.11%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                       | HCA INC                                            | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1512814.24   | 0.06%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                       | HCA INC                                            | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1964395.32   | 0.07%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                       | HCA INC                                            | CUSIP: 40412DE13<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $999885.70    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                              | HSBC HOLDINGS PLC                                  | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3500000 | PA      | $3517829.03   | 0.13%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HSB GROUP, INC.                                                                                | HSB GROUP INC                                      | CUSIP: 40428NAC3<br>LEI: 549300YBYP3KZS5URX14 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2684360.09   | 0.10%             | 2027-07-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST                              | CUSIP: 40444MAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2342857 | PA      | $2374923.68   | 0.09%             | 2032-04-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST 2025 1                       | CUSIP: 40446EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1654000 | PA      | $1651518.33   | 0.06%             | 2032-09-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST 2025 1                       | CUSIP: 40446EAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1992297.65   | 0.07%             | 2033-03-21      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Hasbro, Inc.                                                                                   | HASBRO INC                                         | CUSIP: 418056BB2<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1006872.46   | 0.04%             | 2031-03-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC                                                                             | HAT HOLDINGS I LLC HAT HOLDINGS II LLC             | CUSIP: 418751AE3<br>LEI: 254900YE1WH1XG7Y4E44 | Long             | DBT              | CORP              | US        |   1764000 | PA      | $1759510.60   | 0.06%             | 2026-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP MUT LEG RES CO                                                        | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO | CUSIP: 42218SAF5<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |   4351000 | PA      | $3947195.90   | 0.14%             | 2030-06-01      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP MUT LEG RES CO                                                        | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3039186.58   | 0.11%             | 2029-06-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                                               | HEALTHCARE REALTY HOLDINGS LP                      | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    896000 | PA      | $888375.34    | 0.03%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                                               | HEALTHCARE REALTY HOLDINGS LP                      | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   2754000 | PA      | $2707951.08   | 0.10%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HEICO CORPORATION                                                                              | HEICO CORP                                         | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3359544.12   | 0.12%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE, INC.                                                                        | HELMERICH PAYNE INC                                | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1572113.85   | 0.06%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL, INC.                                                                         | HERCULES CAPITAL INC                               | CUSIP: 427096AH5<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |   5155000 | PA      | $5096763.30   | 0.19%             | 2026-09-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL, INC.                                                                         | HERCULES CAPITAL INC                               | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985868.99    | 0.04%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| HERTZ VEHICLE FINANCING III LLC                                                                | HERTZ VEHICLE FINANCING III LLC                    | CUSIP: 42806MBT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    333333 | PA      | $333860.79    | 0.01%             | 2027-06-25      | Fixed         | 6.22%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                | HERTZ VEHICLE FINANCING III LLC                    | CUSIP: 42806MBU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1333333 | PA      | $1336342.23   | 0.05%             | 2027-06-25      | Fixed         | 6.91%                 | Yes           |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                                                             | HEWLETT PACKARD ENTERPRISE CO                      | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2502911.55   | 0.09%             | 2026-09-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                                                             | HEWLETT PACKARD ENTERPRISE CO                      | CUSIP: 42824CBZ1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1983201.08   | 0.07%             | 2028-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                                                             | HEWLETT PACKARD ENTERPRISE CO                      | CUSIP: 42824CCC1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2001178.26   | 0.07%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Highmark Inc                                                                                   | HIGHMARK INC                                       | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |   8559000 | PA      | $8547105.83   | 0.31%             | 2026-05-10      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                                                           | HIGHWOODS REALTY LP                                | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    950000 | PA      | $936894.31    | 0.03%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                                                           | HIGHWOODS REALTY LP                                | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |   1534000 | PA      | $1496967.02   | 0.05%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I, L.P.                                                                         | HILCORP ENERGY I LP HILCORP FINANCE CO             | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |   2333000 | PA      | $2324189.84   | 0.08%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                                                           | HOME DEPOT INC THE                                 | CUSIP: 437076CZ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1877668.60   | 0.07%             | 2026-06-25      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO., LTD.                                                                          | HONDA MOTOR CO LTD                                 | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   4000000 | PA      | $3991253.29   | 0.15%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| HORIZON MUTUAL HOLDINGS, INC.                                                                  | HORIZON MUTUAL HOLDINGS INC                        | CUSIP: 43990FAA6<br>LEI: 254900R6BWV4LUXBN549 | Long             | DBT              | CORP              | US        |   7966000 | PA      | $7528172.86   | 0.27%             | 2034-11-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| HORACE MANN EDUCATORS CORPORATION                                                              | HORACE MANN EDUCATORS CORP                         | CUSIP: 440327AL8<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4209239.60   | 0.15%             | 2028-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HORACE MANN EDUCATORS CORPORATION                                                              | HORACE MANN EDUCATORS CORP                         | CUSIP: 440327AM6<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5167094.41   | 0.19%             | 2030-10-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST 2025 2                       | CUSIP: 442927AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    748000 | PA      | $739921.10    | 0.03%             | 2033-05-20      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST 2023 2                       | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1478356 | PA      | $1486069.17   | 0.05%             | 2031-07-21      | Fixed         | 6.97%                 | Yes           |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                    | HUDSON YARDS                                       | CUSIP: 44421LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4971796.85   | 0.18%             | 2038-08-10      | Fixed         | 2.83%                 | Yes           |                  2 | On Loan: No      |
| HUMANA INC.                                                                                    | HUMANA INC                                         | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   3448000 | PA      | $3495327.38   | 0.13%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| J. B. HUNT TRANSPORT SERVICES, INC.                                                            | JB HUNT TRANSPORT SERVICES INC                     | CUSIP: 445658CG0<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2018956.54   | 0.07%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INCORPORATED                                                             | HUNTINGTON BANCSHARES INC OH                       | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   4967000 | PA      | $4886625.00   | 0.18%             | 2199-12-31      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES                                                       | HUNTINGTON BANK AUTO CREDIT LINKED NOTES SERIES 20 | CUSIP: 44644NAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1151915 | PA      | $1150882.15   | 0.04%             | 2033-09-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES                                                       | HUNTINGTON BANK AUTO CREDIT LINKED NOTES SERIES 20 | CUSIP: 44644NAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1871940 | PA      | $1855672.97   | 0.07%             | 2034-02-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL LLC                                                                     | HUNTSMAN INTERNATIONAL L                           | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2871086.42   | 0.10%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                    | HUDSON YARDS 2025 SPRL MORTGAGE TRUST              | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1326000 | PA      | $1355542.26   | 0.05%             | 2040-01-13      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                                                       | HYATT HOTELS CORP                                  | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2018870.89   | 0.07%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                        | HYUNDAI CAPITAL AMERICA                            | CUSIP: 44891ACH8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019137.53   | 0.04%             | 2028-06-26      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                        | HYUNDAI CAPITAL AMERICA                            | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5072394.54   | 0.19%             | 2029-01-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                        | HYUNDAI CAPITAL AMERICA                            | CUSIP: 44891ADF1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1993581.76   | 0.07%             | 2027-09-24      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                                                 | HYUNDAI AUTO RECEIVABLES TRUST 2024 C              | CUSIP: 448976AF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    941000 | PA      | $944716.65    | 0.03%             | 2031-01-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DESIGNATED ACTIVITY COMPANY                                               | ICON INVESTMENTS SIX DAC                           | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $503995.20    | 0.02%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| ILLINOIS CENTRAL RAILROAD COMPANY                                                              | ILLINOIS CENTRAL RAILROAD CO                       | CUSIP: 451866SX6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6093000 | PA      | $6304973.33   | 0.23%             | 2096-09-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| PRA HEALTH SCIENCES, INC.                                                                      | PRA HEALTH SCIENCES INC                            | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1592518.02   | 0.06%             | 2026-07-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| CLOUDHQ DATA CENTERS                                                                           | ISKANDAR ENTERPRISE LLC                            | CUSIP: 464338AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $995567.05    | 0.04%             | 2056-04-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC.                                                                 | JH NORTH AMERICA HOLDINGS INC                      | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   3792000 | PA      | $3791772.74   | 0.14%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                           | JPMORGAN CHASE CO                                  | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1968900.50   | 0.07%             | 2032-01-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                           | JPMORGAN CHASE CO                                  | CUSIP: 46647PFL5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2987550.00   | 0.11%             | 2030-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC.                                                                             | JAPAN TOBACCO INC                                  | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $2017971.09   | 0.07%             | 2028-05-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| JDE Peet's N.V.                                                                                | JDE PEET S NV                                      | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $2934241.01   | 0.11%             | 2027-01-15      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| JDE Peet's N.V.                                                                                | JDE PEET S NV                                      | CUSIP: 47216QAC7<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $1742281.94   | 0.06%             | 2031-09-24      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST                                                                         | JOHN DEERE OWNER TRUST 2024 B                      | CUSIP: 47786WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1116782.05   | 0.04%             | 2031-05-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE INCORPORATED                                                                | JONES LANG LASALLE INC                             | CUSIP: 48020QAB3<br>LEI: 6SYKCME112RT8TQUO411 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $4367361.31   | 0.16%             | 2028-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KANKAKEE ILL                                                                                   | CITY OF KANKAKEE IL                                | CUSIP: 484404A40<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $755426.10    | 0.03%             | 2027-12-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| KANKAKEE ILL                                                                                   | CITY OF KANKAKEE IL                                | CUSIP: 484404A57<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1009460.07   | 0.04%             | 2028-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KEMPER CORPORATION                                                                             | KEMPER CORP                                        | CUSIP: 488401AC4<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $1769807.05   | 0.06%             | 2030-09-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| KEMPER CORPORATION                                                                             | KEMPER CORP                                        | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |   6701000 | PA      | $6104098.07   | 0.22%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| KEURIG DR PEPPER INC.                                                                          | KEURIG DR PEPPER INC                               | CUSIP: 49271KE59<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | STIV             | CORP              | US        |   5900000 | PA      | $5896615.76   | 0.22%             |  |  |  | Yes           |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC.                                                                          | KEURIG DR PEPPER INC                               | CUSIP: 49271KE67<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | STIV             | CORP              | US        |   2200000 | PA      | $2198485.74   | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC.                                                                          | KEURIG DR PEPPER INC                               | CUSIP: 49271VAT7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3031960.50   | 0.11%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                                        | KEYCORP                                            | CUSIP: 493267AK4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   5025000 | PA      | $4974549.46   | 0.18%             | 2199-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORPORATION                                                                   | KEYSPAN GAS EAST CORP                              | CUSIP: 49338CAB9<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |    700000 | PA      | $696817.99    | 0.03%             | 2026-08-15      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES, INC.                                                                    | KEYSIGHT TECHNOLOGIES INC                          | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3078058.20   | 0.11%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP, LLC                                                                           | KIMCO REALTY OP LLC                                | CUSIP: 49446RAP4<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994167.14    | 0.04%             | 2026-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP, LLC                                                                           | KIMCO REALTY OP LLC                                | CUSIP: 49446RAS8<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   2699000 | PA      | $2693007.52   | 0.10%             | 2027-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corporation                                                                    | KIOXIA HOLDINGS CORP                               | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |   2500000 | PA      | $2575822.34   | 0.09%             | 2030-07-24      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| KITE REALTY GROUP, L.P.                                                                        | KITE REALTY GROUP LP                               | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $6382765.92   | 0.23%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                                                                      | KUBOTA CREDIT OWNER TRUST 2023 2                   | CUSIP: 500945AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1514967.98   | 0.06%             | 2028-06-15      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                                                                      | KUBOTA CREDIT OWNER TRUST 2024 2                   | CUSIP: 50117DAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1320558.89   | 0.05%             | 2030-05-15      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                                                                      | KUBOTA CREDIT OWNER TRUST 2025 1                   | CUSIP: 50117FAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3210900 | PA      | $3218292.89   | 0.12%             | 2027-12-15      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2022 1                  | CUSIP: 501687AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1482393 | PA      | $1491887.38   | 0.05%             | 2030-04-15      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2024 1                  | CUSIP: 501689AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    614000 | PA      | $621388.24    | 0.02%             | 2029-06-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 3                  | CUSIP: 50168BAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1820000 | PA      | $1858512.03   | 0.07%             | 2030-12-16      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| LKQ CORPORATION                                                                                | LKQ CORP                                           | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2390017.82   | 0.09%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LEX TRUST                                                                                      | LEX TRUST 2026 450                                 | CUSIP: 501970AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1416667 | PA      | $1414519.10   | 0.05%             | 2028-03-15      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| LG ENERGY SOLUTION, LTD.                                                                       | LG ENERGY SOLUTION LTD                             | CUSIP: 50205MAC3<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   3957000 | PA      | $3986824.17   | 0.15%             | 2027-07-02      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| LG ENERGY SOLUTION, LTD.                                                                       | LG ENERGY SOLUTION LTD                             | CUSIP: 50205MAF6<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   3500000 | PA      | $3533309.17   | 0.13%             | 2028-04-02      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS, INC.                                                                             | LPL HOLDINGS INC                                   | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1921280.72   | 0.07%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP.                                                                              | LSEG US FIN CORP                                   | CUSIP: 50222CAD2<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2976152.68   | 0.11%             | 2029-03-23      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III, LLC                                                             | LYB INTERNATIONAL FINANCE III LLC                  | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2009027.73   | 0.07%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2024 3                  | CUSIP: 505709AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    762000 | PA      | $759116.44    | 0.03%             | 2032-02-17      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 505710AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    426284 | PA      | $426599.97    | 0.02%             | 2027-12-15      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 505710AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1811000 | PA      | $1823857.10   | 0.07%             | 2030-06-17      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2025 1                  | CUSIP: 505712AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2017271.99   | 0.07%             | 2030-05-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2025 1                  | CUSIP: 505712AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3016224.23   | 0.11%             | 2030-07-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2025 1                  | CUSIP: 505712AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4022435.24   | 0.15%             | 2032-05-17      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 2                  | CUSIP: 505713AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1416645.75   | 0.05%             | 2031-02-15      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                                                           | LADDER CAP FIN LLLP CORP                           | CUSIP: 505742AM8<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1488272.11   | 0.05%             | 2027-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                                                           | LADDER CAPITAL FINANCE HOLDINGS LLLP               | CUSIP: 505742AR7<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2592950.00   | 0.09%             | 2031-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP.                                                                          | LAS VEGAS SANDS CORP                               | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   3804000 | PA      | $3842645.59   | 0.14%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LEX MORTGAGE TRUST                                                                             | LEX 2024 BBG MORTGAGE TRUST                        | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1925926 | PA      | $1918434.00   | 0.07%             | 2037-10-13      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                                           | LXP INDUSTRIAL TRUST                               | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    494000 | PA      | $516088.47    | 0.02%             | 2028-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC.                                                                      | LIBERTY MUTUAL GROUP INC                           | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987972.99    | 0.04%             | 2051-12-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| LINEAGE OP, LP                                                                                 | LINEAGE OP LP                                      | CUSIP: 53567YAB5<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              | CORP              | US        |   4453000 | PA      | $4449786.91   | 0.16%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                       | LLOYDS BANKING GROUP PLC                           | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2007369.23   | 0.07%             | 2027-08-07      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                       | LLOYDS BANKING GROUP PLC                           | CUSIP: 53944YBG7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $990410.84    | 0.04%             | 2030-02-10      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| LOBEL AUTOMOBILE RECEIVABLES TRUST                                                             | LOBEL AUTOMOBILE RECEIVABLES TRUST 2025 1          | CUSIP: 53948RAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2003520.89   | 0.07%             | 2028-04-17      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| LOBEL AUTOMOBILE RECEIVABLES TRUST                                                             | LOBEL AUTOMOBILE RECEIVABLES TRUST 2025 1          | CUSIP: 53948RAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4013286.35   | 0.15%             | 2030-01-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| LOBEL AUTOMOBILE RECEIVABLES TRUST                                                             | LOBEL AUTOMOBILE RECEIVABLES TRUST 2025 1          | CUSIP: 53948RAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2500654.97   | 0.09%             | 2030-02-15      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| LOS ANGELES CALIF UNI SCH DIST                                                                 | LOS ANGELES UNIFIED SCHOOL DISTRICT CA             | CUSIP: 544647MQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1105000 | PA      | $1105009.02   | 0.04%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOUISIANA-PACIFIC CORPORATION                                                                  | LOUISIANA PACIFIC CORP                             | CUSIP: 546347AM7<br>LEI: 549300C7E2UAO5BVRR75 | Long             | DBT              | CORP              | US        |    962000 | PA      | $923330.98    | 0.03%             | 2029-03-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| M&T EQUIPTMENT LLC                                                                             | M T EQUIPMENT 2023 LEAF1 NOTES                     | CUSIP: 551925AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2596000 | PA      | $2620536.00   | 0.10%             | 2030-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MGIC INVESTMENT CORPORATION                                                                    | MGIC INVESTMENT CORP                               | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |   6450000 | PA      | $6445298.67   | 0.24%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| M&T BANK AUTO RECEIVABLES TRUST                                                                | M T BANK AUTO RECEIVABLES TRUST 2025 1             | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2516083.13   | 0.09%             | 2030-06-17      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| The Travelers Companies, Inc.                                                                  | MMI CAPITAL TRUST I                                | CUSIP: 553086AC3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1033167.23   | 0.04%             | 2027-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MMP CAPITAL LLC                                                                                | MMP CAPITAL 2025 A LLC                             | CUSIP: 55317QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2005237 | PA      | $2012941.18   | 0.07%             | 2031-12-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                                                                     | MMAF EQUIPMENT FINANCE LLC 2023 A                  | CUSIP: 55317WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1907624 | PA      | $1930853.49   | 0.07%             | 2029-12-13      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                                                                     | MMAF EQUIPMENT FINANCE LLC 2023 A                  | CUSIP: 55317WAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1527454.25   | 0.06%             | 2038-12-13      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                                                                     | MMAF EQUIPMENT FINANCE LLC 2024 A                  | CUSIP: 55318CAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100092 | PA      | $1124759.40   | 0.04%             | 2049-07-13      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                                        | MPLX LP                                            | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1548016.28   | 0.06%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| M&T EQUIPTMENT LLC                                                                             | M T EQUIPMENT 2025 LEAF1 NOTES                     | CUSIP: 55340QAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2739000 | PA      | $2745654.55   | 0.10%             | 2029-09-17      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| M.S.D. INVESTMENT CORP.                                                                        | MSD INVESTMENT CORP                                | CUSIP: 55354LAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3875000 | PA      | $3780780.74   | 0.14%             | 2031-02-05      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| M&T EQUIPTMENT LLC                                                                             | M T EQUIPMENT 2024 LEAF1 NOTES                     | CUSIP: 55376YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1003714.24   | 0.04%             | 2031-08-18      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| MVW OWNER TRUST                                                                                | MVW 2021 1W LLC                                    | CUSIP: 55389TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300589 | PA      | $289304.41    | 0.01%             | 2041-01-22      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| MVW OWNER TRUST                                                                                | MVW 2021 1W LLC                                    | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    314458 | PA      | $302619.90    | 0.01%             | 2041-01-22      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| MAD COMMERCIAL MORTGAGE TRUST                                                                  | MAD COMMERCIAL MORTGAGE TRUST 2025 11MD            | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1364000 | PA      | $1356169.24   | 0.05%             | 2042-10-15      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| DISCOVERY GLOBAL HOLDINGS, INC.                                                                | WARNERMEDIA HOLDINGS INC                           | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    948000 | PA      | $940477.60    | 0.03%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORPORATION                                                                | MAIN STREET CAPITAL CORP                           | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3484651.88   | 0.13%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONE MANHATTAN WEST                                                                             | MANHATTAN WEST 2020 1MW MORTGAGE TRUST             | CUSIP: 563136AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3864919.72   | 0.14%             | 2039-09-10      | Variable      | 2.41%                 | Yes           |                  2 | On Loan: No      |
| MAPLE PARENT HOLDINGS CORP.                                                                    | MAPLE PARENT HOLDINGS CORP                         | CUSIP: 56530KAA4<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1499676.87   | 0.05%             | 2029-03-26      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                                                                 | MARATHON PETROLEUM CORP                            | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2042326.56   | 0.07%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                                                             | MARS INC                                           | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3009960.73   | 0.11%             | 2027-03-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| MASSACHUSETTS EDL FING AUTH ED LN REV                                                          | MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY      | CUSIP: 57563RUE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1285878.37   | 0.05%             | 2035-07-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                                                               | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY           | CUSIP: 57585BQS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    665000 | PA      | $665694.42    | 0.02%             | 2028-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                                                               | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY           | CUSIP: 57585BQT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2175000 | PA      | $2207930.83   | 0.08%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                                                               | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY           | CUSIP: 57585BTG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1290000 | PA      | $1301960.00   | 0.05%             | 2030-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MASTEC, INC.                                                                                   | MASTEC INC                                         | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1962943.95   | 0.07%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                                                                    | MASTER CREDIT CARD TRUST II                        | CUSIP: 576339DS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1568470.72   | 0.06%             | 2030-10-21      | Floating      | 7.08%                 | Yes           |                  2 | On Loan: No      |
| MATTEL, INC.                                                                                   | MATTEL INC                                         | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   7250000 | PA      | $7250704.86   | 0.26%             | 2027-12-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MATTEL, INC.                                                                                   | MATTEL INC                                         | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   4307000 | PA      | $4318909.60   | 0.16%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                        | MERCEDES BENZ FINANCE NORTH AMERICA LLC            | CUSIP: 58769JBC0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1255867.41   | 0.05%             | 2027-04-01      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                        | MERCEDES BENZ FINANCE NORTH AMERICA LLC            | CUSIP: 58769JBJ5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995400.00    | 0.04%             | 2028-03-10      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    794240 | PA      | $795870.11    | 0.03%             | 2036-05-20      | Fixed         | 7.21%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4013686.48   | 0.15%             | 2036-05-20      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    730000 | PA      | $733372.88    | 0.03%             | 2036-05-20      | Fixed         | 8.20%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1215996 | PA      | $1220956.16   | 0.04%             | 2037-04-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2638000 | PA      | $2663261.35   | 0.10%             | 2037-04-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4107000 | PA      | $4143438.22   | 0.15%             | 2037-04-20      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5820000 | PA      | $5904753.17   | 0.22%             | 2037-04-20      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    614000 | PA      | $610880.57    | 0.02%             | 2039-01-20      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1002954.24   | 0.04%             | 2039-01-20      | Fixed         | 8.48%                 | Yes           |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                                                              | MICROCHIP TECHNOLOGY INC                           | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2012281.21   | 0.07%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS, L.P.                                                                   | MID AMERICA APARTMENTS LP                          | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2060342.95   | 0.08%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MILE TRUST                                                                                     | MILE TRUST 2025 STNE                               | CUSIP: 59918AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2993940.13   | 0.11%             | 2030-07-15      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Minera Mexico, S.A. de C.V.                                                                    | MINERA MEXICO SA DE CV                             | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |   3000000 | PA      | $3074130.05   | 0.11%             | 2032-02-12      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MOLEX ELECTRONIC TECHNOLOGIES, LLC                                                             | MOLEX ELECTRONIC TECHNOLOGIES LLC                  | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2007714.78   | 0.07%             | 2028-04-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association                                                      | MORGAN STANLEY BANK NA                             | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3519736.91   | 0.13%             | 2028-07-14      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                 | MORGAN STANLEY                                     | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1483885.36   | 0.05%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                 | MORGAN STANLEY                                     | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1484475.00   | 0.05%             | 2030-01-09      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                 | MORGAN STANLEY                                     | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    700000 | PA      | $700000.00    | 0.03%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER, LP                                                                           | MOZART DEBT MERGER SUB INC                         | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   6175000 | PA      | $6145979.91   | 0.22%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB INC.                                                                      | MYLAN NV                                           | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   4551000 | PA      | $4545617.31   | 0.17%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2022 B LLC                            | CUSIP: 62890MAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    448429 | PA      | $449648.91    | 0.02%             | 2029-06-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2015 A LLC                            | CUSIP: 62890QAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2522038.53   | 0.09%             | 2030-06-17      | Fixed         | 6.83%                 | Yes           |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING                                                                             | NLG GLOBAL FUNDING                                 | CUSIP: 62915W2A0<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3571586.59   | 0.13%             | 2030-01-23      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2026 A LLC                            | CUSIP: 62919FAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $981016.16    | 0.04%             | 2034-02-15      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2024 A LLC                            | CUSIP: 62919UAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1111088 | PA      | $1116444.16   | 0.04%             | 2031-12-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2024 A LLC                            | CUSIP: 62919UAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3535286 | PA      | $3534207.28   | 0.13%             | 2031-12-15      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2024 A LLC                            | CUSIP: 62919UAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1268173.56   | 0.05%             | 2031-12-15      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2025 A LLC                            | CUSIP: 62919VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3309091 | PA      | $3312733.90   | 0.12%             | 2032-04-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2025 A LLC                            | CUSIP: 62919VAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6482143 | PA      | $6526327.98   | 0.24%             | 2032-04-25      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2025 B LLC                            | CUSIP: 62919WAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1579000 | PA      | $1567144.22   | 0.06%             | 2033-01-18      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| NMI HOLDINGS, INC.                                                                             | NMI HOLDINGS INC                                   | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4355337.66   | 0.16%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NHP FOUNDATION (THE)                                                                           | NHP FOUNDATION THE                                 | CUSIP: 62925MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3091099.16   | 0.11%             | 2028-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NP SPE X L P                                                                                   | NP SPE II LLC                                      | CUSIP: 62947AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2110000 | PA      | $1726043.31   | 0.06%             | 2049-11-19      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                                                                      | NATIONAL FUEL GAS CO                               | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2761417.47   | 0.10%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT, INC.                                                                                 | NNN REIT INC                                       | CUSIP: 637417AN6<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1848417.89   | 0.07%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT, INC.                                                                                 | NNN REIT INC                                       | CUSIP: 637417AU0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2979042.83   | 0.11%             | 2031-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                                    | NATIONWIDE BUILDING SOCIETY                        | CUSIP: 63859WAE9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   5500000 | PA      | $5488041.96   | 0.20%             | 2026-09-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NATIONWIDE HEALTH PROPERTIES, LLC                                                              | NATIONWIDE HEALTH PROPERTIES INC                   | CUSIP: 63861QAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2950000 | PA      | $3232471.79   | 0.12%             | 2037-10-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                                            | NATWEST MARKETS PLC                                | CUSIP: 63906YAV0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2005959.83   | 0.07%             | 2029-03-27      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST                                                    | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST  | CUSIP: 63938PCA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1182000 | PA      | $1179990.04   | 0.04%             | 2030-09-25      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST                                                    | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST  | CUSIP: 63938PCB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    602000 | PA      | $602833.09    | 0.02%             | 2030-09-25      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN CORPORATION                                                                | NELNET STUDENT LOAN TRUST 2005 3                   | CUSIP: 64031QCE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1048218 | PA      | $1028304.58   | 0.04%             | 2037-09-22      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS PHASE I SPONSOR LLC                                                         | NEW ECONOMY ASSETS PHASE 1 SPONSOR LLC             | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4516000 | PA      | $3793440.00   | 0.14%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS PHASE I SPONSOR LLC                                                         | NEW ECONOMY ASSETS PHASE 1 SPONSOR LLC             | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1466000 | PA      | $872270.00    | 0.03%             | 2061-10-20      | Fixed         | 2.41%                 | Yes           |                  2 | On Loan: No      |
| FLAGSTAR BANK, NATIONAL ASSOCIATION                                                            | NEW YORK COMMUNITY BANCORP INC                     | CUSIP: 649445AC7<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | DBT              | CORP              | US        |   2242000 | PA      | $2143496.68   | 0.08%             | 2028-11-06      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y                                                                                   | CITY OF NEW YORK NY                                | CUSIP: 64966SUX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    515000 | PA      | $515502.97    | 0.02%             | 2028-02-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                                          | NEXTERA ENERGY CAPITAL HOLDINGS INC                | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1798000 | PA      | $1753884.54   | 0.06%             | 2082-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                                          | NEXTERA ENERGY CAPITAL HOLDINGS INC                | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3025141.08   | 0.11%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                                                  | NISOURCE INC                                       | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2039273.72   | 0.07%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST                                                                        | NISSAN AUTO LEASE TRUST 2025 A                     | CUSIP: 65479XAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1005330.17   | 0.04%             | 2029-06-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                                            | NISSAN MOTOR ACCEPTANCE CO LLC                     | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   3296000 | PA      | $3251387.69   | 0.12%             | 2026-09-16      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                                            | NISSAN MOTOR ACCEPTANCE CO LLC                     | CUSIP: 65480CAG0<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1495891.23   | 0.05%             | 2027-09-13      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN TRUST CORPORATION                                                                     | NORTHERN TRUST CORP                                | CUSIP: 665859AQ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   4715000 | PA      | $4693936.21   | 0.17%             | 2199-12-31      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN CORPORATION                                                                       | NORTHWESTERN CORP                                  | CUSIP: 66807TAA0<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1522860.00   | 0.06%             | 2030-03-21      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| NSTAR ELECTRIC COMPANY                                                                         | NSTAR ELECTRIC CO                                  | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2024197.67   | 0.07%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                                   | NUTRIEN LTD                                        | CUSIP: 67077MBE7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2005272.56   | 0.07%             | 2027-03-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                                                    | OCCU AUTO RECEIVABLES TRUST 2025 1                 | CUSIP: 67098SAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2008158.38   | 0.07%             | 2031-01-15      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                                                    | OCCU AUTO RECEIVABLES TRUST 2025 1                 | CUSIP: 67098SAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1214000 | PA      | $1217731.34   | 0.04%             | 2031-04-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                                                    | OCCU AUTO RECEIVABLES TRUST 2025 1                 | CUSIP: 67098SAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1860000 | PA      | $1864808.44   | 0.07%             | 2031-10-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                                                    | OCCU AUTO RECEIVABLES TRUST 2025 1                 | CUSIP: 67098SAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2000916.40   | 0.07%             | 2034-11-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                                                    | OCCU AUTO RECEIVABLES TRUST 2022 1                 | CUSIP: 67115YAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1690000 | PA      | $1727160.85   | 0.06%             | 2029-11-15      | Fixed         | 6.52%                 | Yes           |                  2 | On Loan: No      |
| OAKTREE ABF EQUIPMENT ST, LLC                                                                  | OAKTREE ABF EQUIPMENT ST 2026 1 LLC                | CUSIP: 67403GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $745559.10    | 0.03%             | 2033-10-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| OAKTREE ABF EQUIPMENT ST, LLC                                                                  | OAKTREE ABF EQUIPMENT ST 2026 1 LLC                | CUSIP: 67403GAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    386000 | PA      | $381096.77    | 0.01%             | 2033-10-17      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| OAKTREE ABF EQUIPMENT ST, LLC                                                                  | OAKTREE ABF EQUIPMENT ST 2026 1 LLC                | CUSIP: 67403GAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    482000 | PA      | $478921.13    | 0.02%             | 2033-10-17      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                                                    | OCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 674921AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2775000 | PA      | $2814922.75   | 0.10%             | 2029-09-17      | Fixed         | 6.29%                 | Yes           |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                                                    | OCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 674921AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2051155.16   | 0.07%             | 2029-09-17      | Fixed         | 6.51%                 | Yes           |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                                                    | OCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 674921AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2319111.63   | 0.08%             | 2029-09-17      | Fixed         | 6.82%                 | Yes           |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                                                    | OCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 674921AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4706993.50   | 0.17%             | 2031-12-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| OLD REPUBLIC INTERNATIONAL CORPORATION                                                         | OLD REPUBLIC INTERNATIONAL CORP                    | CUSIP: 680223AK0<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5240613.76   | 0.19%             | 2026-08-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OLYMPUS CORPORATION                                                                            | OLYMPUS CORP                                       | CUSIP: 68163WAA7<br>LEI: 5299000Y52IFDI1I2A21 | Long             | DBT              | CORP              | JP        |   4585000 | PA      | $4521072.21   | 0.17%             | 2026-12-08      | Fixed         | 2.14%                 | Yes           |                  2 | On Loan: No      |
| OMNICOM GROUP INC.                                                                             | OMNICOM GROUP INC                                  | CUSIP: 681919BV7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2965030.87   | 0.11%             | 2029-03-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                                            | ONCOR ELECTRIC DELIVERY CO LLC                     | CUSIP: 68233JDB7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2509407.76   | 0.09%             | 2027-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONE GAS, INC.                                                                                  | ONE GAS INC                                        | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2548710.71   | 0.09%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| 1301 TRUST                                                                                     | 1301 TRUST 2025 AOA                                | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1259259 | PA      | $1263476.86   | 0.05%             | 2030-08-11      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, INC.                                                                                    | ONEOK INC                                          | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1994318.65   | 0.07%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                                                    | ONEOK INC                                          | CUSIP: 682680CM3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2732557.19   | 0.10%             | 2028-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST                                                               | ONEMAIN FINANCIAL ISSUANCE TRUST 2022 3            | CUSIP: 68269PAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5500000 | PA      | $5532124.28   | 0.20%             | 2034-05-15      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| 1345 TRUST                                                                                     | 1345 TRUST 2025 AOA                                | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1250754.48   | 0.05%             | 2030-06-15      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                                           | CADILLAC FAIRVIEW PRP TR                           | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   6890000 | PA      | $6865594.93   | 0.25%             | 2027-03-20      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Open Text Corporation                                                                          | OPEN TEXT CORP                                     | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |  11427000 | PA      | $11687106.02  | 0.43%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                             | ORACLE CORP                                        | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1992863.94   | 0.07%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                             | ORACLE CORP                                        | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1928560.64   | 0.07%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST                                                                         | OSCAR US FUNDING XVII LLC                          | CUSIP: 68784BAC8<br>LEI: 549300GTSLUONMR77U11 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2003720.22   | 0.07%             | 2029-03-12      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST                                                                         | OSCAR US FUNDING XIV LLC                           | CUSIP: 68784HAD3<br>LEI: 549300GTSLUONMR77U11 | Long             | ABS-MBS          | CORP              | US        |    480998 | PA      | $477793.76    | 0.02%             | 2029-04-10      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST                                                                         | OSCAR US FUNDING TRUST                             | CUSIP: 68785BAD5<br>LEI: 549300GTSLUONMR77U11 | Long             | ABS-MBS          | CORP              | US        |    592434 | PA      | $589891.47    | 0.02%             | 2028-09-11      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP.                                                                   | OWL ROCK CORE INCOME CORP                          | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    600000 | PA      | $596509.54    | 0.02%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP.                                                                   | BLUE OWL CREDIT INCOME                             | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   3745000 | PA      | $3816126.85   | 0.14%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORPORATION                                                                   | OWL ROCK CAPITAL CORP                              | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2191797.57   | 0.08%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                                         | PNC FINANCIAL SERVICES GROUP INC THE               | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   8250000 | PA      | $8148497.88   | 0.30%             | 2199-12-31      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                                         | PNC FINANCIAL SERVICES GROUP INC THE               | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    830000 | PA      | $837978.71    | 0.03%             | 2199-12-31      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PRA GROUP, INC.                                                                                | PRA GROUP INC                                      | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |   2398000 | PA      | $2436673.72   | 0.09%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                                                     | PEAC SOLUTIONS RECEIVABLES 2024 2 LLC              | CUSIP: 69392BAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1429000 | PA      | $1433762.18   | 0.05%             | 2031-10-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                                                     | PEAC SOLUTIONS RECEIVABLES 2024 2 LLC              | CUSIP: 69392BAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2239000 | PA      | $2248589.73   | 0.08%             | 2031-10-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                                                     | PEAC SOLUTIONS RECEIVABLES 2025 1 LLC              | CUSIP: 69392HAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1675000 | PA      | $1690269.05   | 0.06%             | 2032-07-20      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                                                     | PEAC SOLUTIONS RECEIVABLES 2025 1 LLC              | CUSIP: 69392HAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1529000 | PA      | $1543337.82   | 0.06%             | 2032-07-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                                                     | PEAC SOLUTIONS RECEIVABLES 2025 1 LLC              | CUSIP: 69392HAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1812900.55   | 0.07%             | 2032-07-20      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                                                     | PEAC SOLUTIONS RECEIVABLES 2024 1 LLC              | CUSIP: 69433BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2536357.73   | 0.09%             | 2030-11-20      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                                                     | PEAC SOLUTIONS RECEIVABLES 2024 1 LLC              | CUSIP: 69433BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2530504.15   | 0.09%             | 2030-11-20      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| BANC OF CALIFORNIA                                                                             | BANC OF CALIFORNIA                                 | CUSIP: 69506YSC4<br>LEI: 549300A7DTSCJLJ33451 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4727155.63   | 0.17%             | 2031-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PAWNEE EQUIPMENT RECEIVABLES LLC                                                               | PAWNEEE EQUIPMENT RECEIVABLES SERIES 2022 1 LLC    | CUSIP: 70410DAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    382574 | PA      | $382714.14    | 0.01%             | 2028-07-17      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                                                     | PEAC SOLUTIONS RECEIVABLES 2026 1 LLC              | CUSIP: 704583AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1493853.49   | 0.05%             | 2033-07-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                                                     | PEAC SOLUTIONS RECEIVABLES 2026 1 LLC              | CUSIP: 704583AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1484201.06   | 0.05%             | 2033-07-20      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                                            | PENFED AUTO RECEIVABLES OWNER TRUST 2022 A         | CUSIP: 706874AF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1345097 | PA      | $1345335.07   | 0.05%             | 2028-12-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                                            | PENFED AUTO RECEIVABLES OWNER TRUST 2022 A         | CUSIP: 706874AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1412000 | PA      | $1412800.17   | 0.05%             | 2030-06-17      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                                            | PENFED AUTO RECEIVABLES OWNER TRUST                | CUSIP: 70687FAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1004736.65   | 0.04%             | 2030-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                                            | PENFED AUTO RECEIVABLES OWNER TRUST                | CUSIP: 70687FAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1003965.99   | 0.04%             | 2030-09-16      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                                            | PENFED AUTO RECEIVABLES OWNER TRUST                | CUSIP: 70687FAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1010105.02   | 0.04%             | 2032-09-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                                            | PENFED AUTO RECEIVABLES OWNER TRUST 2025 A         | CUSIP: 706916AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $739856.03    | 0.03%             | 2031-05-15      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                                                 | PENSKE TRUCK LEASING CO LP PTL FINANCE CORP        | CUSIP: 709599AX2<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3994516.21   | 0.15%             | 2027-04-01      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                                                 | PENSKE TRUCK LEASING CO LP PTL FINANCE CORP        | CUSIP: 709599BU7<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3002328.61   | 0.11%             | 2026-05-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                                                 | PENSKE TRUCK LEASING CO LP PTL FINANCE CORP        | CUSIP: 709599BZ6<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2034589.72   | 0.07%             | 2029-03-30      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING, LLC                                                               | PERMIAN RESOURCES OPERATING LLC                    | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1534584.82   | 0.06%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PERSHING SQUARE HOLDINGS, LTD.                                                                 | PERSHING SQUARE HOLDINGS LTD FUND                  | CUSIP: 71531QAG6<br>LEI: U7LC4KOKCTZ0YWGI2G56 | Long             | DBT              | RF                | GG        |   1300000 | PA      | $1292973.58   | 0.05%             | 2032-10-28      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                               | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5048299.57   | 0.18%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                               | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3062635.09   | 0.11%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOC DR, LLC                                                                                    | PHYSICIANS REALTY LP                               | CUSIP: 71951QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2531000 | PA      | $2506258.75   | 0.09%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORPORATION                                                              | PINNACLE WEST CAPITAL CORP                         | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2016940.56   | 0.07%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                                                                | POST ROAD EQUIPMENT FINANCE 2024 1 LLC             | CUSIP: 737473AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1254000 | PA      | $1259221.95   | 0.05%             | 2030-10-15      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                                                                | POST ROAD EQUIPMENT FINANCE 2024 1 LLC             | CUSIP: 737473AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1994000 | PA      | $2006745.97   | 0.07%             | 2030-10-15      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                                                                | POST ROAD EQUIPMENT FINANCE 2024 1 LLC             | CUSIP: 737473AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1267162.13   | 0.05%             | 2030-10-15      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                                                                | POST ROAD EQUIPMENT FINANCE 2024 1 LLC             | CUSIP: 737473AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1024239.80   | 0.04%             | 2031-12-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                                                                | POST ROAD EQUIPMENT FINANCE 2025 1 LLC             | CUSIP: 73747LAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    546000 | PA      | $549417.76    | 0.02%             | 2031-05-15      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                                                                | POST ROAD EQUIPMENT FINANCE 2025 1 LLC             | CUSIP: 73747LAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2195000 | PA      | $2194392.96   | 0.08%             | 2031-05-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                                                                | POST ROAD EQUIPMENT FINANCE 2025 1 LLC             | CUSIP: 73747LAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1680000 | PA      | $1682844.78   | 0.06%             | 2031-05-15      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                                                                | POST ROAD EQUIPMENT FINANCE 2025 1 LLC             | CUSIP: 73747LAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2353000 | PA      | $2366371.63   | 0.09%             | 2032-05-17      | Fixed         | 7.08%                 | Yes           |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                                                                | POST ROAD EQUIPMENT FINANCE 2026 1 LLC             | CUSIP: 73747RAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    824000 | PA      | $821639.58    | 0.03%             | 2033-10-17      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| PREMIER HEALTH PARTNERS                                                                        | PREMIER HEALTH PARTNERS                            | CUSIP: 74052BAA5<br>LEI: 549300KETC002I82TF46 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1711328.94   | 0.06%             | 2026-11-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST                                                                | PRESTIGE AUTO RECEIVABLES TRUST 2023 1             | CUSIP: 74113GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    401309 | PA      | $401515.24    | 0.01%             | 2028-02-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST                                                                | PRESTIGE AUTO RECEIVABLES TRUST 2024 2             | CUSIP: 74113SAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $799332.67    | 0.03%             | 2029-02-15      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST                                                                | PRESTIGE AUTO RECEIVABLES TRUST 2025 1             | CUSIP: 74113UAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    529000 | PA      | $529046.64    | 0.02%             | 2030-02-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST                                                                | PRESTIGE AUTO RECEIVABLES TRUST 2023 2             | CUSIP: 74113VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4021789.94   | 0.15%             | 2029-08-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                                                               | PRINCIPAL LIFE GLOBAL FUNDING II                   | CUSIP: 74256LEG0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $5593497.95   | 0.20%             | 2030-08-27      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                                                               | PRINCIPAL LIFE GLOBAL FUNDING II                   | CUSIP: 74256LFA2<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2506025.99   | 0.09%             | 2027-08-19      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                                                              | PROGRESS RESIDENTIAL TRUST                         | CUSIP: 74333FAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400000 | PA      | $2384540.01   | 0.09%             | 2026-07-16      | Fixed         | 1.66%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                                                              | PROGRESS RESIDENTIAL TRUST                         | CUSIP: 74333FAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1490297.06   | 0.05%             | 2026-07-16      | Fixed         | 1.81%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                                                              | PROGRESS RESIDENTIAL TRUST                         | CUSIP: 74333HAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2812500 | PA      | $2794829.51   | 0.10%             | 2038-07-17      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORPORATION                                                                    | PROTECTIVE LIFE CORP                               | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2969011.64   | 0.11%             | 2031-01-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                                             | PUBLIC SERVICE CO OF COLORADO                      | CUSIP: 744448DD0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1989256.42   | 0.07%             | 2029-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED                                                   | PUBLIC SERVICE ENTERPRISE GROUP INC                | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3053127.53   | 0.11%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING COMPANY                                                               | PUBLIC STORAGE OPERATING CO                        | CUSIP: 74464AAC5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2499757.90   | 0.09%             | 2030-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES, INC.                                                                          | QUANTA SERVICES INC                                | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3012766.86   | 0.11%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc.                                                                              | RELX CAPITAL INC                                   | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3022359.60   | 0.11%             | 2030-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC.                                                                         | RPM INTERNATIONAL INC                              | CUSIP: 749685AV5<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2088193.32   | 0.08%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC.                                                                              | RADIAN GROUP INC                                   | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2251368.87   | 0.08%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC.                                                                              | RADIAN GROUP INC                                   | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |   3245000 | PA      | $3355769.04   | 0.12%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Citizens Bank, National Association                                                            | CITIZENS BANK NA PROVIDENCE RI                     | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001175.84   | 0.04%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| RELIANCE STANDARD LIFE GLOBAL FUNDING II                                                       | RELIANCE STANDARD LIFE GLOBAL FUNDING II           | CUSIP: 75951AAQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987078.82    | 0.04%             | 2026-09-28      | Fixed         | 1.51%                 | Yes           |                  2 | On Loan: No      |
| REPSOL E&P CAPITAL MARKETS US LLC                                                              | REPSOL E P CAPITAL MARKETS US LLC                  | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |   3342000 | PA      | $3352980.52   | 0.12%             | 2028-09-16      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC SERVICES, INC.                                                                        | REPUBLIC SERVICES INC                              | CUSIP: 760759BJ8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3060605.97   | 0.11%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RETAINED VANTAGE DATA CENTERS ISSUER LLC                                                       | RETAINED VANTAGE DATA CENTERS ISSUER LLC           | CUSIP: 76134KAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $976694.12    | 0.04%             | 2050-08-15      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                                             | RGA GLOBAL FUNDING                                 | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1988879.20   | 0.07%             | 2028-08-25      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                                                    | RIO TINTO FINANCE USA PLC                          | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2009909.42   | 0.07%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE, LLC                                                                           | ROCKET MORTGAGE LLC ROCKET MORTGAGE CO ISSUER IN   | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |  10440000 | PA      | $10346608.09  | 0.38%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| ROCKWELL COLLINS, INC.                                                                         | ROCKWELL COLLINS INC                               | CUSIP: 774341AK7<br>LEI: XO75O7GICH1NPWLBRL05 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9898116.45   | 0.36%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                             | ROYALTY PHARMA PLC                                 | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1976578.01   | 0.07%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM, INC.                                                                             | RYDER SYSTEM INC                                   | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3047496.56   | 0.11%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM, INC.                                                                             | RYDER SYSTEM INC                                   | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3073005.20   | 0.11%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                      | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024 2   | CUSIP: 78397XAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1857000 | PA      | $1887665.58   | 0.07%             | 2030-08-20      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                      | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023 1   | CUSIP: 78398AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2709000 | PA      | $2761813.53   | 0.10%             | 2031-02-20      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                      | SCF EQUIPMENT LEASING 2023 1 LLC                   | CUSIP: 784024AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    857000 | PA      | $867295.15    | 0.03%             | 2032-05-20      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                      | SCF EQUIPMENT LEASING 2023 1 LLC                   | CUSIP: 784024AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4863000 | PA      | $4963252.46   | 0.18%             | 2033-08-22      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                                | SBA TOWER TRUST                                    | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    842000 | PA      | $855180.58    | 0.03%             | 2052-11-15      | Variable      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                                | SBA TOWER TRUST                                    | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2005688.20   | 0.07%             | 2029-10-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORPORATION                                                                 | SBA COMMUNICATIONS CORP                            | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2385524.89   | 0.09%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SHR TRUST                                                                                      | SHR TRUST 2024 LXRY                                | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2105263 | PA      | $2113703.79   | 0.08%             | 2041-10-15      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                                       | SCE RECOVERY FUNDING LLC                           | CUSIP: 78433LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5737338 | PA      | $5179283.12   | 0.19%             | 2031-11-15      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                      | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024 1   | CUSIP: 78435VAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1260000 | PA      | $1278531.95   | 0.05%             | 2031-01-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                      | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024 1   | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1524330.89   | 0.06%             | 2032-01-20      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                                    | SCCU AUTO RECEIVABLES TRUST 2024 1                 | CUSIP: 78436RAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1990000 | PA      | $2012951.28   | 0.07%             | 2030-07-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                                    | SCCU AUTO RECEIVABLES TRUST 2024 1                 | CUSIP: 78436RAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2027655.71   | 0.07%             | 2030-12-16      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                      | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024 3   | CUSIP: 78436XAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1004867.95   | 0.04%             | 2031-11-20      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                      | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024 3   | CUSIP: 78436XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1004503.21   | 0.04%             | 2031-11-20      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                      | SCF EQUIPMENT TRUST 2016 1 LLC                     | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $405020.63    | 0.01%             | 2033-11-21      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                      | SCF EQUIPMENT TRUST 2016 1 LLC                     | CUSIP: 78437DAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1261528.08   | 0.05%             | 2034-09-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                      | SCF EQUIPMENT TRUST 2016 1 LLC                     | CUSIP: 78437DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1499921.80   | 0.05%             | 2034-09-20      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| SBNA AUTO RECEIVABLES TRUST                                                                    | SBNA AUTO RECEIVABLES TRUST 2025 SF1               | CUSIP: 78437XAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1667000 | PA      | $1671180.11   | 0.06%             | 2031-09-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| SBNA AUTO RECEIVABLES TRUST                                                                    | SBNA AUTO RECEIVABLES TRUST 2025 SF1               | CUSIP: 78437XAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $1443855.97   | 0.05%             | 2031-10-15      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| SCG COMMERCIAL MORTGAGE TRUST                                                                  | SCG COMMERCIAL MORTGAGE TRUST 2025 FLWR            | CUSIP: 78438AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250000 | PA      | $3250773.85   | 0.12%             | 2030-08-15      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY                                      | SMBC AVIATION CAPITAL FINANCE DAC                  | CUSIP: 78448TAG7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   3000000 | PA      | $2963903.03   | 0.11%             | 2026-10-15      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| SLG OFFICE TRUST                                                                               | SLG OFFICE TRUST 2026 OMA                          | CUSIP: 78451FAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2375000 | PA      | $2382297.91   | 0.09%             | 2041-04-15      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| SWCH COMMERCIAL MORTGAGE TRUST                                                                 | SWCH COMMERCIAL MORTGAGE TRUST 2025 DATA           | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2972333.19   | 0.11%             | 2042-03-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| SALESFORCE, INC.                                                                               | SALESFORCE INC                                     | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5005513.53   | 0.18%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE, INC.                                                                               | SALESFORCE INC                                     | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2003520.00   | 0.07%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                                         | SAMMONS FINANCIAL GROUP GLOBAL FUNDING             | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3018387.57   | 0.11%             | 2028-01-10      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP, INC.                                                                  | SAMMONS FINANCIAL GROUP INC                        | CUSIP: 79588TAC4<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497922.93    | 0.02%             | 2027-05-12      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| SAN ANTONIO TEX ED FACS CORP REV                                                               | SAN ANTONIO EDUCATION FACILITIES CORP              | CUSIP: 796247DP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    525000 | PA      | $504563.40    | 0.02%             | 2027-04-01      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80280BAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1120158 | PA      | $1125527.59   | 0.04%             | 2033-01-18      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80280BAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1415879 | PA      | $1423926.11   | 0.05%             | 2033-01-18      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80280BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    518260 | PA      | $519688.24    | 0.02%             | 2033-01-18      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                                | SANTANDER UK GROUP HOLDINGS PLC                    | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2062814.08   | 0.08%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                                | SANTANDER UK GROUP HOLDINGS PLC                    | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $991990.00    | 0.04%             | 2029-09-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CCC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    347801 | PA      | $351183.82    | 0.01%             | 2033-12-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CCD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1580008 | PA      | $1601606.50   | 0.06%             | 2033-12-15      | Fixed         | 6.66%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CCL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1070163 | PA      | $1080813.71   | 0.04%             | 2032-06-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CCM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1070163 | PA      | $1081919.06   | 0.04%             | 2032-06-15      | Fixed         | 7.76%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CCU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1607143 | PA      | $1601140.09   | 0.06%             | 2034-01-16      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                                    | SCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 805922AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2700000 | PA      | $2735567.72   | 0.10%             | 2029-09-17      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                                    | SCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 805922AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2553237.69   | 0.09%             | 2029-11-15      | Fixed         | 6.08%                 | Yes           |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                                    | SCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 805922AL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5635000 | PA      | $5782655.62   | 0.21%             | 2030-04-15      | Fixed         | 6.61%                 | Yes           |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                                    | SCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 805922AN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2730000 | PA      | $2827453.10   | 0.10%             | 2031-11-17      | Fixed         | 7.34%                 | Yes           |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                                    | SCCU AUTO RECEIVABLES TRUST 2025 1                 | CUSIP: 80620BAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $997073.85    | 0.04%             | 2031-12-15      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                                    | SCCU AUTO RECEIVABLES TRUST 2025 1                 | CUSIP: 80620BAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    560000 | PA      | $558931.13    | 0.02%             | 2032-02-17      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                                 | CHARLES SCHWAB CORP THE                            | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  11965000 | PA      | $11949393.80  | 0.44%             | 2199-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SCOTT TRUST                                                                                    | SCOTT TRUST 2023 SFS                               | CUSIP: 810064AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2357143 | PA      | $2389944.64   | 0.09%             | 2028-03-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                                        | SECURITIZED TERM AUTO RECEIVABLES TRUST            | CUSIP: 81378RAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    698510 | PA      | $703393.67    | 0.03%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                                        | SECURITIZED TERM AUTO RECEIVABLES TRUST            | CUSIP: 81378RAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    566079 | PA      | $570873.78    | 0.02%             | 2031-07-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                                        | SECURITIZED TERM AUTO RECEIVABLES TRUST            | CUSIP: 81378RAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    845483 | PA      | $857446.74    | 0.03%             | 2031-07-25      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                                        | SECURITIZED TERM AUTO RECEIVABLES TRUST 2025 B     | CUSIP: 81378WAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1431125 | PA      | $1444230.84   | 0.05%             | 2032-12-29      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                                        | SECURITIZED TERM AUTO RECEIVABLES TRUST            | CUSIP: 81378WAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1777961 | PA      | $1771473.98   | 0.06%             | 2033-03-25      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                                        | SECURITIZED TERM AUTO RECEIVABLES TRUST            | CUSIP: 81378WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1635724 | PA      | $1634073.92   | 0.06%             | 2033-03-25      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                                        | SECURITIZED TERM AUTO RECEIVABLES TRUST            | CUSIP: 81378WAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2228674 | PA      | $2228996.44   | 0.08%             | 2033-03-25      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                                         | SEQUOIA MORTGAGE TRUST 2013 5                      | CUSIP: 81745AAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    427816 | PA      | $388891.87    | 0.01%             | 2043-05-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| THE SHERWIN-WILLIAMS COMPANY                                                                   | SHERWIN WILLIAMS CO THE                            | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2005771.17   | 0.07%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                                            | SIRIUS XM RADIO LLC                                | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2983103.92   | 0.11%             | 2026-09-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY LENDING, INC.                                                           | SIXTH STREET SPECIALTY LENDING INC                 | CUSIP: 83012AAB5<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1202692.56   | 0.04%             | 2028-08-14      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                                                               | DELTA AIR LINES SKYMILES                           | CUSIP: 830867AB3<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | CORP              | KY        |   8258333 | PA      | $8264462.20   | 0.30%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS, INC.                                                                       | SKYWORKS SOLUTIONS INC                             | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4988175.03   | 0.18%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                                             | SMITH NEPHEW PLC                                   | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1508719.46   | 0.06%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods, Inc.                                                                         | SMITHFIELD FOODS INC                               | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   4156000 | PA      | $4151430.46   | 0.15%             | 2027-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| THE J. M. SMUCKER COMPANY                                                                      | J M SMUCKER CO THE                                 | CUSIP: 832696AW8<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2069373.97   | 0.08%             | 2028-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SODEXO, INC.                                                                                   | SODEXO INC                                         | CUSIP: 833794AB6<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2716269.87   | 0.10%             | 2031-04-16      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: —       |
| SODEXO, INC.                                                                                   | SODEXO INC                                         | CUSIP: 833794AC4<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3032315.72   | 0.11%             | 2030-08-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| SYENSQO FINANCE (AMERICA), LLC                                                                 | SOLVAY FINANCE AMERICA LLC                         | CUSIP: 834423AE5<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2050917.38   | 0.07%             | 2029-06-04      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| SOLVENTUM CORPORATION                                                                          | SOLVENTUM CORP                                     | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1613000 | PA      | $1624020.21   | 0.06%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORPORATION                                                                          | SOLVENTUM CORP                                     | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1163000 | PA      | $1189075.56   | 0.04%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS COMPANY                                                                        | SONOCO PRODUCTS CO                                 | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   1917000 | PA      | $1917341.58   | 0.07%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SOTHEBYS ARTFI MASTER TRUST                                                                    | SOTHEBY S ARTFI MASTER TRUST                       | CUSIP: 83589DAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1705000 | PA      | $1699394.81   | 0.06%             | 2033-06-20      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO.                                                                         | SOUTHWEST AIRLINES INC                             | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   1194000 | PA      | $1199332.68   | 0.04%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO.                                                                         | SOUTHWEST AIRLINES CO                              | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2977045.49   | 0.11%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORPORATION                                                                      | SOUTHWESTERN ENERGY CO                             | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   2587000 | PA      | $2587655.06   | 0.09%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BLOCK, INC.                                                                                    | BLOCK INC                                          | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   7469000 | PA      | $7451569.97   | 0.27%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STACK INFRASTRUCTURE ISSUER, LLC                                                               | STACK INFRASTRUCTURE ISSUER LLC                    | CUSIP: 85236KAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1929740 | PA      | $1862368.70   | 0.07%             | 2056-03-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SREIT COMMERCIAL MORTGAGE TRUST                                                                | STWD TRUST                                         | CUSIP: 85236WCJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1999382.68   | 0.07%             | 2036-11-15      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                         | STANDARD CHARTERED PLC                             | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2005338.71   | 0.07%             | 2027-07-06      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                         | STANDARD CHARTERED PLC                             | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   4095000 | PA      | $4141800.02   | 0.15%             | 2028-05-14      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                                                  | STARWOOD PROPERTY TRUST INC                        | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   1622000 | PA      | $1615772.28   | 0.06%             | 2026-07-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC.                                                                     | STELLANTIS FINANCE US INC                          | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1259697.73   | 0.05%             | 2028-03-17      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SERVICES US CORP.                                                         | STELLANTIS FINANCIAL SERVICES US CORP              | CUSIP: 85855FAA1<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996453.40    | 0.04%             | 2028-09-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SERVICES US CORP.                                                         | STELLANTIS FINANCIAL SER                           | CUSIP: 85855KE40<br>LEI: 5493000KNKFDOC1BOW59 | Long             | STIV             | CORP              | US        |   2450000 | PA      | $2448870.31   | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SERVICES US CORP.                                                         | STELLANTIS FINANCIAL SER                           | CUSIP: 85855KE73<br>LEI: 5493000KNKFDOC1BOW59 | Long             | STIV             | CORP              | US        |   5600000 | PA      | $5595481.36   | 0.20%             |  |  |  | Yes           |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SERVICES US CORP.                                                         | STELLANTIS FINANCIAL SER                           | CUSIP: 85855KEC2<br>LEI: 5493000KNKFDOC1BOW59 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1997204.40   | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SERVICES US CORP.                                                         | STELLANTIS FINANCIAL SER                           | CUSIP: 85855KEK4<br>LEI: 5493000KNKFDOC1BOW59 | Long             | STIV             | CORP              | US        |   5700000 | PA      | $5687201.22   | 0.21%             |  |  |  | Yes           |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SERVICES US CORP.                                                         | STELLANTIS FINANCIAL SER                           | CUSIP: 85855KFP2<br>LEI: 5493000KNKFDOC1BOW59 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2980317.00   | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SERVICES US CORP.                                                         | STELLANTIS FINANCIAL SER                           | CUSIP: 85855KG63<br>LEI: 5493000KNKFDOC1BOW59 | Long             | STIV             | CORP              | US        |   1500000 | PA      | $1487800.35   | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| STEWART INFORMATION SERVICES CORPORATION                                                       | STEWART INFORMATION SERVICES CORP                  | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4444920.31   | 0.16%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| STONEBRIAR ABF ISSUER LLC                                                                      | STONEBRIAR ABF ISSUER LLC                          | CUSIP: 86177CAA7<br>LEI: 984500A76E25968C4F70 | Long             | DBT              | CORP              | US        |    263000 | PA      | $275923.65    | 0.01%             | 2030-12-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                                      | SUNOCO LP                                          | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501634.62    | 0.02%             | 2031-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                                      | SUNOCO LP                                          | CUSIP: 86765KAH2<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    700000 | PA      | $700312.54    | 0.03%             | 2027-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SUNTRUST CAPITAL I                                                                             | SUNTRUST CAPITAL                                   | CUSIP: 86787XAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4964011.68   | 0.18%             | 2027-05-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                                          | SWITCH ABS ISSUER LLC                              | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2911175.09   | 0.11%             | 2055-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| SYNOPSYS, INC.                                                                                 | SYNOPSYS INC                                       | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3011391.02   | 0.11%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS, INC.                                                                                 | SYNOPSYS INC                                       | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2012385.34   | 0.07%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PINNACLE FINANCIAL PARTNERS, INC.                                                              | SYNOVUS FINANCIAL CORP                             | CUSIP: 87161CAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6688000 | PA      | $6935065.83   | 0.25%             | 2029-02-07      | Fixed         | 7.54%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORPORATION                                                                          | TD SYNNEX CORP                                     | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1483195.14   | 0.05%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PINNACLE BANK                                                                                  | SYNOVUS BANK COLUMBUS GA                           | CUSIP: 87164DVJ6<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4028344.99   | 0.15%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                            | SYNCHRONY FINANCIAL                                | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998171.30    | 0.04%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                            | SYNCHRONY FINANCIAL                                | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   2816000 | PA      | $2784921.30   | 0.10%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                            | SYNCHRONY FINANCIAL                                | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019422.75   | 0.04%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY                                                       | SYNCHRONY CARD ISSUANCE TRUST                      | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $806663.88    | 0.03%             | 2031-02-18      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                              | SYSCO CORP                                         | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3035488.74   | 0.11%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                              | SYSCO CORP                                         | CUSIP: 871829BW6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1682000 | PA      | $1643726.41   | 0.06%             | 2031-07-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                             | T MOBILE USA INC                                   | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2837874.87   | 0.10%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II, L.P.                                                                   | TPG OPERATING GROUP II LP                          | CUSIP: 87268QAA4<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |   1498000 | PA      | $1478317.17   | 0.05%             | 2031-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SUMISHO AIR LEASE CORPORATION                                                                  | TAKEOFF MERGER SUB INC                             | CUSIP: 873923AA4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1990290.48   | 0.07%             | 2028-03-24      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| SUMISHO AIR LEASE CORPORATION                                                                  | TAKEOFF MERGER SUB INC                             | CUSIP: 873923AC0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993620.42    | 0.04%             | 2029-03-24      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| TANGER PROPERTIES LIMITED PARTNERSHIP                                                          | TANGER PROPERTIES LP                               | CUSIP: 875484AJ6<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1789971.78   | 0.07%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TAPESTRY, INC.                                                                                 | TAPESTRY INC                                       | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2024072.27   | 0.07%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                                                    | TARGA RESOURCES PARTNERS                           | CUSIP: 87612BBG6<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |    978000 | PA      | $976712.04    | 0.04%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                                                    | TARGA RESOURCES PARTNERS                           | CUSIP: 87612BBQ4<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1771235.04   | 0.06%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TESLA ELECTRIC VEHICLE TRUST                                                                   | TESLA LEASE ELECTRIC VEHICLE SECURITIZATION 2025 A | CUSIP: 88162VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    833000 | PA      | $835274.30    | 0.03%             | 2029-06-20      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                                                         | TESLA AUTO LEASE TRUST                             | CUSIP: 88166VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1002658.18   | 0.04%             | 2027-12-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                                                         | TESLA AUTO LEASE TRUST                             | CUSIP: 88166VAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1002831.11   | 0.04%             | 2028-05-22      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                                                         | TESLA AUTO LEASE TRUST                             | CUSIP: 881934AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2083000 | PA      | $2092906.73   | 0.08%             | 2028-08-21      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| TESLA ELECTRIC VEHICLE TRUST                                                                   | TESLA ELECTRIC VEHICLE TRUST 2023 1                | CUSIP: 881943AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1520740.66   | 0.06%             | 2029-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| TESLA ELECTRIC VEHICLE TRUST                                                                   | TESLA ELECTRIC VEHICLE TRUST 2023 1                | CUSIP: 881943AF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1950000 | PA      | $1985636.73   | 0.07%             | 2031-05-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES, INC.                                                                 | TEXAS CAPITAL BANCSHARES                           | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |  13125000 | PA      | $13125000.00  | 0.48%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES, INC.                                                                 | TEXAS CAPITAL BANCSHARES INC                       | CUSIP: 88224QAC1<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2974560.13   | 0.11%             | 2032-02-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INCORPORATED                                                          | THERMO FISHER SCIENTIFIC INC                       | CUSIP: 883556DG4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1186326.76   | 0.04%             | 2031-02-12      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                      | TORONTO DOMINION BANK THE                          | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5750000 | PA      | $5722778.52   | 0.21%             | 2031-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                                | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TLB9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2044800.76   | 0.07%             | 2028-09-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                                | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TMJ1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2001880.49   | 0.07%             | 2026-08-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                                | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2025057.75   | 0.07%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TransCanada Trust                                                                              | TRANSCANADA TRUST                                  | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   2150000 | PA      | $2154305.66   | 0.08%             | 2076-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST                                                                       | TRICON RESIDENTIAL 2024 SFR4 TRUST                 | CUSIP: 895975AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    857279 | PA      | $842605.20    | 0.03%             | 2029-11-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST                                                                       | TRICON RESIDENTIAL 2022 SFR1 TRUST                 | CUSIP: 89616QAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $992543.66    | 0.04%             | 2039-04-17      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II                                                                  | TRILLIUM CREDIT CARD TRUST II                      | CUSIP: 89621ABN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1009066.66   | 0.04%             | 2031-03-26      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II                                                                  | TRILLIUM CREDIT CARD TRUST II                      | CUSIP: 89621ABP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1526565.99   | 0.06%             | 2031-03-26      | Fixed         | 6.06%                 | Yes           |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II                                                                  | TRILLIUM CREDIT CARD TRUST II                      | CUSIP: 89621ACE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1273000 | PA      | $1267913.97   | 0.05%             | 2030-09-26      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| TRINET GROUP, INC.                                                                             | TRINET GROUP INC                                   | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |   2097500 | PA      | $1954255.39   | 0.07%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| TRINITY RAIL LEASING LLC                                                                       | TRINITY RAIL LEASING 2019 LLC                      | CUSIP: 89657BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180036 | PA      | $178812.52    | 0.01%             | 2049-10-18      | Fixed         | 2.39%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank                                                                                    | TRUIST BANK                                        | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990199.92    | 0.04%             | 2029-10-23      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK AUTO CREDIT-LINKED NOTES                                                           | TRUIST BANK AUTO CREDIT LINKED NOTES SERIES 2025 1 | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2114110 | PA      | $2112382.08   | 0.08%             | 2033-09-26      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| UDR, INC.                                                                                      | UDR INC                                            | CUSIP: 90265EAL4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1572231.60   | 0.06%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UDR, INC.                                                                                      | UDR INC                                            | CUSIP: 90265EAM2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |   4620000 | PA      | $4571938.64   | 0.17%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UDR, INC.                                                                                      | UDR INC                                            | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |   1178000 | PA      | $1124467.34   | 0.04%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                                                   | US BANCORP                                         | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   6800000 | PA      | $6780099.98   | 0.25%             | 2199-12-31      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| U S BANK NATIONAL ASSOCIATION                                                                  | US BANK NA                                         | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1589114 | PA      | $1600358.33   | 0.06%             | 2032-08-25      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST                                                                           | USB AUTO OWNER TRUST 2025 1                        | CUSIP: 90367VAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1403923.75   | 0.05%             | 2032-12-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| UL SOLUTIONS INC.                                                                              | UL SOLUTIONS INC                                   | CUSIP: 903731AC1<br>LEI: 549300F7CUV5ESKV9P71 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3132903.62   | 0.11%             | 2028-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES PASS THROUGH TRUST 2020-1                                                      | UNITED AIRLINES 2020 1 CLASS A PASS THROUGH TRUST  | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    877455 | PA      | $890144.76    | 0.03%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST                                                        | UNITED AUTO CREDIT SECURITIZATION TRUST            | CUSIP: 90945FAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $991837.62    | 0.04%             | 2029-05-10      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST                                                        | UNITED AUTO CREDIT SECURITIZATION TRUST 2025 1     | CUSIP: 90945JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3998925.00   | 0.15%             | 2030-06-10      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| U.S. BANCORP                                                                                   | US BANCORP                                         | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4616982.73   | 0.17%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $46488281.25  | 1.70%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45000000 | PA      | $43052343.75  | 1.57%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40000000 | PA      | $40090625.00  | 1.46%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55000000 | PA      | $55262109.38  | 2.02%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2508203.13   | 0.09%             | 2026-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | PA      | $20914687.50  | 0.76%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56000000 | PA      | $55938750.00  | 2.04%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27000000 | PA      | $27098085.94  | 0.99%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITI FIBER ABS ISSUER LLC                                                                     | UNITI FIBER ABS ISSUER LLC                         | CUSIP: 91326EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4861000 | PA      | $4927817.39   | 0.18%             | 2055-04-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| UNITI FIBER ABS ISSUER LLC                                                                     | UNITI FIBER ABS ISSUER LLC                         | CUSIP: 91326EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1077000 | PA      | $1092697.10   | 0.04%             | 2055-04-20      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| VERTICAL BRIDGE CC LLC                                                                         | VB S1 ISSUER LLC VBTEL                             | CUSIP: 91823AAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $986562.90    | 0.04%             | 2052-02-15      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 ISSUER, LLC                                                                              | VB S1 ISSUER LLC VBTEL                             | CUSIP: 91823ABC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2159000 | PA      | $2176464.80   | 0.08%             | 2054-05-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 ISSUER, LLC                                                                              | VB S1 ISSUER LLC VBTEL                             | CUSIP: 91823ABE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167000 | PA      | $169636.25    | 0.01%             | 2054-05-15      | Fixed         | 6.64%                 | Yes           |                  2 | On Loan: No      |
| VFI ABS LLC                                                                                    | VFI ABS 2025 1 LLC                                 | CUSIP: 91824UAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1994863 | PA      | $1998849.80   | 0.07%             | 2030-06-24      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 ISSUER, LLC                                                                              | VB S1 ISSUER LLC                                   | CUSIP: 91825HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1742000 | PA      | $1703265.58   | 0.06%             | 2056-03-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| VALERO ENERGY CORPORATION                                                                      | VALERO ENERGY CORP                                 | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3062209.79   | 0.11%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SA                                                                                   | VALLOUREC SACA                                     | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |   6957000 | PA      | $7345860.20   | 0.27%             | 2032-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS ISSUER LLC                                                                | VANTAGE DATA CENTERS LLC                           | CUSIP: 92212KAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2448025.14   | 0.09%             | 2055-08-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                                 | VAR ENERGI ASA                                     | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   3000000 | PA      | $3012533.75   | 0.11%             | 2027-05-18      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                                 | VAR ENERGI ASA                                     | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   3333000 | PA      | $3477542.00   | 0.13%             | 2028-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                                 | VAR ENERGI ASA                                     | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   2000000 | PA      | $2067263.89   | 0.08%             | 2030-05-22      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS, LLC                                                             | VENTURE GLOBAL CALCASIEU PASS LLC                  | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1436594.69   | 0.05%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2023 1 LLC                     | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    685213 | PA      | $693739.57    | 0.03%             | 2031-01-13      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2023 1 LLC                     | CUSIP: 92339GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2026876.38   | 0.07%             | 2031-01-13      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2023 1 LLC                     | CUSIP: 92339GAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    749000 | PA      | $762771.88    | 0.03%             | 2031-01-13      | Fixed         | 6.73%                 | Yes           |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2024 1 LLC                     | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000770 | PA      | $1014583.93   | 0.04%             | 2031-12-12      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2024 1 LLC                     | CUSIP: 92339MAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    525000 | PA      | $531630.62    | 0.02%             | 2031-12-12      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2024 1 LLC                     | CUSIP: 92339MAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    437000 | PA      | $444399.64    | 0.02%             | 2031-12-12      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2024 1 LLC                     | CUSIP: 92339MAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    388000 | PA      | $401634.70    | 0.01%             | 2031-12-12      | Fixed         | 7.23%                 | Yes           |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2025 1 LLC                     | CUSIP: 92340GAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    522000 | PA      | $525212.18    | 0.02%             | 2033-05-12      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2025 1 LLC                     | CUSIP: 92340GAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    709000 | PA      | $726154.74    | 0.03%             | 2033-05-12      | Fixed         | 6.49%                 | Yes           |                  2 | On Loan: No      |
| VERISIGN, INC.                                                                                 | VERISIGN INC                                       | CUSIP: 92343EAL6<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2024569.78   | 0.07%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIDIAN AUTO RECEIVABLES TRUST                                                                | VERIDIAN AUTO RECEIVABLES TRUST 2023 1             | CUSIP: 92347BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214866 | PA      | $215075.85    | 0.01%             | 2028-03-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| VERIDIAN AUTO RECEIVABLES TRUST                                                                | VERIDIAN AUTO RECEIVABLES TRUST 2023 1             | CUSIP: 92347BAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2014394.37   | 0.07%             | 2028-12-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| VERIDIAN AUTO RECEIVABLES TRUST                                                                | VERIDIAN AUTO RECEIVABLES TRUST 2023 1             | CUSIP: 92347BAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3133000 | PA      | $3181246.77   | 0.12%             | 2029-04-16      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| VERIDIAN AUTO RECEIVABLES TRUST                                                                | VERIDIAN AUTO RECEIVABLES TRUST 2023 1             | CUSIP: 92347BAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2552928.60   | 0.09%             | 2029-07-16      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST                               | CUSIP: 92348KCJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2023592.07   | 0.07%             | 2031-12-22      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST                               | CUSIP: 92348KCT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    833000 | PA      | $841478.15    | 0.03%             | 2030-04-22      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST                               | CUSIP: 92348KDQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2466000 | PA      | $2474627.62   | 0.09%             | 2030-11-20      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST                               | CUSIP: 92348KDU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1875000 | PA      | $1884426.01   | 0.07%             | 2031-01-21      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST                               | CUSIP: 92348KER0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1485599.68   | 0.05%             | 2031-08-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST                               | CUSIP: 92348KFB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $692313.84    | 0.03%             | 2033-10-20      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                                           | VICI PROPERTIES NOTE                               | CUSIP: 92564RAD7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3975635.46   | 0.15%             | 2027-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| VIDEOTRON LTD.                                                                                 | VIDEOTRON LTD                                      | CUSIP: 92659LEC4<br>LEI: 549300LW4GNJRBECSD81 | Long             | STIV             | CORP              | CA        |   5100000 | PA      | $5092622.85   | 0.19%             |  |  |  | Yes           |                  2 | On Loan: No      |
| VIDEOTRON LTD.                                                                                 | VIDEOTRON LTD                                      | CUSIP: 92659LED2<br>LEI: 549300LW4GNJRBECSD81 | Long             | STIV             | CORP              | CA        |   5000000 | PA      | $4992143.50   | 0.18%             |  |  |  | Yes           |                  2 | On Loan: No      |
| VIDEOTRON LTD.                                                                                 | VIDEOTRON LTD                                      | CUSIP: 92659LEE0<br>LEI: 549300LW4GNJRBECSD81 | Long             | STIV             | CORP              | CA        |   2000000 | PA      | $1996606.40   | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHIP VII LTD                                                              | VIKING OCEAN CRUISES SHIP VII LTD                  | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1714000 | PA      | $1712583.58   | 0.06%             | 2029-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VISTRA CORP.                                                                                   | VISTRA CORP                                        | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002393.32   | 0.04%             | 2199-12-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                                  | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   5325000 | PA      | $5585057.35   | 0.20%             | 2031-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                                  | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2087541.19   | 0.08%             | 2032-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                       | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC            | CUSIP: 928668CB6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2066059.16   | 0.08%             | 2028-11-16      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                       | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC            | CUSIP: 928668CG5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2023186.53   | 0.07%             | 2029-03-22      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                       | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC            | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2511141.44   | 0.09%             | 2027-03-25      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                       | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC            | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1995089.56   | 0.07%             | 2027-09-11      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC                                                                  | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024 1        | CUSIP: 92887QAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    666667 | PA      | $667615.36    | 0.02%             | 2028-10-16      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC                                                                  | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024 1        | CUSIP: 92887QAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2498562.73   | 0.09%             | 2031-07-15      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC                                                                  | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2025 1        | CUSIP: 92887TAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4007291.14   | 0.15%             | 2031-10-15      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| VSTRONG AUTO RECEIVABLES TRUST                                                                 | VSTRONG AUTO RECEIVABLES TRUST 2024 A              | CUSIP: 92891PAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    423111 | PA      | $423912.63    | 0.02%             | 2028-12-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VSTRONG AUTO RECEIVABLES TRUST                                                                 | VSTRONG AUTO RECEIVABLES TRUST 2024 A              | CUSIP: 92891PAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $754434.85    | 0.03%             | 2030-07-15      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| VSTRONG AUTO RECEIVABLES TRUST                                                                 | VSTRONG AUTO RECEIVABLES TRUST 2024 A              | CUSIP: 92891PAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1011179.98   | 0.04%             | 2030-07-15      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| VORNADO REALTY L.P.                                                                            | VORNADO REALTY LP                                  | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |   8100000 | PA      | $8079080.50   | 0.29%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| VSTRONG AUTO RECEIVABLES TRUST                                                                 | VSTRONG AUTO RECEIVABLES TRUST 2023 A              | CUSIP: 92920CAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1855260 | PA      | $1877038.87   | 0.07%             | 2030-02-15      | Fixed         | 7.11%                 | Yes           |                  2 | On Loan: No      |
| W.P. CAREY INC.                                                                                | WP CAREY INC                                       | CUSIP: 92936UAN9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3988860.43   | 0.15%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC.                                                                          | WEC ENERGY GROUP INC                               | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2011850.92   | 0.07%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP PLC(THE)                                                                            | WEIR GROUP PLC THE                                 | CUSIP: 94876QAA4<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | GB        |    890000 | PA      | $889124.80    | 0.03%             | 2026-05-13      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                               | WELLTOWER OP LLC                                   | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4000318.96   | 0.15%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANK                                                                          | WESTERN ALLIANCE BANK                              | CUSIP: 95758BCL1<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2962009.86   | 0.11%             | 2035-11-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORPORATION                                                                | WESTERN ALLIANCE BANCORP                           | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1445846.30   | 0.05%             | 2031-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WESTERN FUNDING AUTO LOAN TRUST                                                                | WESTERN FUNDING AUTO LOAN TRUST 2025 1             | CUSIP: 958250AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2544000 | PA      | $2504201.84   | 0.09%             | 2035-09-17      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| WESTERN FUNDING AUTO LOAN TRUST                                                                | WESTERN FUNDING AUTO LOAN TRUST 2025 1             | CUSIP: 958250AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3214000 | PA      | $3176485.77   | 0.12%             | 2035-11-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                                                                | WESTERN MIDSTREAM OPERATING LP                     | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3009387.65   | 0.11%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| THE WESTERN UNION COMPANY                                                                      | WESTERN UNION CO THE                               | CUSIP: 959802BB4<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3976239.24   | 0.15%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023 4       | CUSIP: 96041AAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3086557.49   | 0.11%             | 2029-07-16      | Fixed         | 7.19%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST SERIES 2023  | CUSIP: 96042UAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    962422 | PA      | $963662.38    | 0.04%             | 2027-06-15      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST              | CUSIP: 96043AAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $987421.96    | 0.04%             | 2031-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024 3       | CUSIP: 96043CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1002991.92   | 0.04%             | 2029-11-15      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024 3       | CUSIP: 96043CAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1003554.40   | 0.04%             | 2029-11-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025 P1      | CUSIP: 96043LAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1009636.82   | 0.04%             | 2030-11-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025 1       | CUSIP: 96043VAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $628537.23    | 0.02%             | 2030-09-15      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025 1       | CUSIP: 96043VAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1006240.11   | 0.04%             | 2030-10-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    212228 | PA      | $213027.46    | 0.01%             | 2038-04-18      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1345000 | PA      | $1354769.97   | 0.05%             | 2038-04-18      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3333000 | PA      | $3364037.44   | 0.12%             | 2038-04-18      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GBJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2769000 | PA      | $2824936.32   | 0.10%             | 2038-08-18      | Fixed         | 6.94%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GBK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3644000 | PA      | $3732126.05   | 0.14%             | 2038-08-18      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING LLC                     | CUSIP: 96328GBQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2625000 | PA      | $2659916.21   | 0.10%             | 2039-02-18      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GBV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    833000 | PA      | $836388.69    | 0.03%             | 2039-06-21      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GBW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2009978.52   | 0.07%             | 2039-06-21      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GCC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2055556 | PA      | $2068674.63   | 0.08%             | 2039-09-19      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| WINGSPIRE EQUIPMENT FINANCE LLC                                                                | WINGSPIRE EQUIPMENT FINANCE 2024 1 LLC             | CUSIP: 97415AAC6<br>LEI: 254900UTJF59Z6LWFR35 | Long             | ABS-MBS          | CORP              | US        |   2189000 | PA      | $2191729.84   | 0.08%             | 2032-09-20      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| WINGSPIRE EQUIPMENT FINANCE LLC                                                                | WINGSPIRE EQUIPMENT FINANCE 2024 1 LLC             | CUSIP: 97415AAD4<br>LEI: 254900UTJF59Z6LWFR35 | Long             | ABS-MBS          | CORP              | US        |   1750737 | PA      | $1750652.13   | 0.06%             | 2032-09-20      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| WINGSPIRE EQUIPMENT FINANCE LLC                                                                | WINGSPIRE EQUIPMENT FINANCE 2024 1 LLC             | CUSIP: 97415AAE2<br>LEI: 254900UTJF59Z6LWFR35 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1011985.07   | 0.04%             | 2032-09-20      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| WINGSPIRE EQUIPMENT FINANCE LLC                                                                | WINGSPIRE EQUIPMENT FINANCE 2025 1 LLC             | CUSIP: 97415CAD0<br>LEI: 254900UTJF59Z6LWFR35 | Long             | ABS-MBS          | CORP              | US        |    379000 | PA      | $373682.11    | 0.01%             | 2033-09-20      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| WINGSPIRE EQUIPMENT FINANCE LLC                                                                | WINGSPIRE EQUIPMENT FINANCE 2025 1 LLC             | CUSIP: 97415CAE8<br>LEI: 254900UTJF59Z6LWFR35 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $996443.87    | 0.04%             | 2033-09-20      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER COMPANY                                                               | WISCONSIN ELECTRIC POWER CO                        | CUSIP: 976656CQ9<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3052996.14   | 0.11%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST                                                                   | WORLD OMNI SELECT AUTO TRUST 2023 A                | CUSIP: 98163UAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750000 | PA      | $2771461.15   | 0.10%             | 2029-01-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| XPO, INC.                                                                                      | XPO INC                                            | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   5244000 | PA      | $5317346.36   | 0.19%             | 2028-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| YMCA of Greater New York                                                                       | YMCA OF GREATER NEW YORK                           | CUSIP: 98425BAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $631500.00    | 0.02%             | 2030-08-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| YAMAHA MOTOR MASTER TRUST II                                                                   | YAMAHA MOTOR MASTER TRUST II                       | CUSIP: 98463GAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1993802.97   | 0.07%             | 2031-04-15      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| YAMAHA MOTOR MASTER TRUST II                                                                   | YAMAHA MOTOR MASTER TRUST II                       | CUSIP: 98463GAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1017000 | PA      | $1014033.59   | 0.04%             | 2031-04-15      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| ZAYO ISSUER, LLC                                                                               | ZAYO ISSUER LLC                                    | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4028793.11   | 0.15%             | 2055-03-20      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| ZAYO ISSUER, LLC                                                                               | ZAYO ISSUER LLC                                    | CUSIP: 98919WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2013194.83   | 0.07%             | 2055-03-20      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| ZAYO ISSUER, LLC                                                                               | ZAYO ISSUER LLC                                    | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1015270.71   | 0.04%             | 2055-06-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| ZAYO ISSUER, LLC                                                                               | ZAYO ISSUER LLC                                    | CUSIP: 98919WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1166667 | PA      | $1191919.71   | 0.04%             | 2055-06-20      | Fixed         | 6.59%                 | Yes           |                  2 | On Loan: No      |
| ZIONS BANCORPORATION, NATIONAL ASSOCIATION                                                     | ZIONS BANCORP NA                                   | CUSIP: 98971DAE0<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1989045.98   | 0.07%             | 2029-02-09      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| QBE INSURANCE GROUP LIMITED                                                                    | QBE INSURANCE GROUP LTD                            | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | DBT              | CORP              | AU        |    225000 | PA      | $225133.50    | 0.01%             | 2046-06-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BEAZLEY INSURANCE DESIGNATED ACTIVITY COMPANY                                                  | BEAZLEY INSURANCE DAC                              | CUSIP: N/A<br>LEI: 549300WWULDAFCPEU084       | Long             | DBT              | CORP              | IE        |   5599000 | PA      | $5653251.43   | 0.21%             | 2029-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STANDARD LIFE PLC                                                                              | PHOENIX GROUP HOLDINGS PLC                         | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |   7380000 | PA      | $7367419.62   | 0.27%             | 2031-09-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                               | BANK OF MONTREAL                                   | CUSIP: N/A<br>LEI: NQQ6HPCNCCU6TUTQYE16       | Long             | DBT              | RF                | CA        |   2400000 | PA      | $2400917.88   | 0.09%             | 2026-12-21      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| BEAZLEY INSURANCE DAC                                                                          | BEAZLEY INSURANCE DAC                              | CUSIP: QZ9221818<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2935000 | PA      | $2947377.92   | 0.11%             | 2026-11-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND                                                 | GLDMN SCHS FIN SQ GV-FST                           | CUSIP: 38141W273<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   4168945 | NS      | $4168945.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC US GOVERNMENT MONEY MARKET FUND                                                           | HSBC US GOVT MMKT-I                                | CUSIP: 40428X107<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   4168945 | NS      | $4168945.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO GOVERNMENT & AGENCY PORTFOLIO                                                          | INVESCO GVT & AGNCY-INST                           | CUSIP: 825252885<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   4168945 | NS      | $4168945.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EDELMAN FINANCIAL CENTER                                                                       | EDELMAN FINANCIAL CENTER                           | CUSIP: 27943UAN6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1250000 | PA      | $1250000.00   | 0.05%             | 2031-11-30      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                                                                     | MSILF GOVERNMENT-INST                              | CUSIP: 61747C707<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   4168945 | NS      | $4168945.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** Victory Portfolios III

**Signature:** Carol D. Trevino

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

**Title:** Treasurer